I had a very easy time collecting the seeds off of my coleus this year (my first year saving them). I simply waited until the flower started to turn brown, then ran it through two of my fingers while holding an envelope under it. Most of the seed fell off into my hand, the rest into the envelope. I did this every few days until the flower was completely dead and ended up with lots of seed this year.

collecting seeds from coleus-
I pinch the bottom of the stem and gently slide my way up taking off all the empty bell lookin things LOL
then... since they are so small
check out the shaker dechaffer hubby made for me
seperating seeds is now a wiz

Here is a link that might be useful: Handy Dandy shakers