If you aren’t saving seeds than you are doing the whole gardening thing wrong. Saving your seeds is the most amazing part of the following year. As we head into winter those seeds will sit around and do nothing but once you start to see the temps warming you will reach for those seeds again. In fact, you may begin seeding things inside the home before you put anything in the ground. Its an amazing feeling to know that you have seeds being used and food being grown just from last years food.
This article gives you some great advice on saving seeds from broccoli. Every plant seeds different but you can often look for a pod after a flower and you will be in business. Seeds make a world of difference. This is especially true when some plants can cost over $3 to buy already sprouted!