There are a few important things to consider if you want to try saving seeds from your favorite tomatoes or pumpkins. UW Extension Educator Mae Smith has taught several great class on seed saving for Wyoming gardeners and you can view her presentation here.
She also wrote an article on the topic for the Barnyards and Backyards Magazine published by UW Extension. I highly recommend you check out the other resources available through this website, it really is a "treasure trove of information!"
You might also be interested in connecting with Seed Saver's Exchange. As a non-profit, member supported organization, their mission is to "conserve and promote America's culturally diverse but endangered garden and food crop heritage for future generations by collecting, growing, and sharing heirloom seeds and plants."