In the Gurney catalogue, as a rule, they say HYBRID in the name if they are:

In any catalogue generally, F1 or F2 signals a hybrid as well. Also Heirloom and Open Pollinated mean that the seed is non-hybrid.
Beans --- non-hybrid; beans generally open pollinated.
Corn, Sweet --- most sweet corn is hybrid; check the names; some that are not hybrid are Stowell, Golden Bantam, Ashworth, Luther Hill
Corn, Dry --- for meal, check out Hopi Blue, Roy's Flint, Mandan Bride, Nothstine Dent, Iroquois White, Rainbow, and Popcorns (strawberry, Japanese, etc.)
Peas --- non-hybrid; peas generally open pollinated

The rest are generally marked in the name of the particular variety.

There are steps you have to take to ensure the seeds you are saving have not been cross-pollinated by another in the same family. I've seen the results of some of these and hybrids would be better! The seed saving tips for herbs are great, but the main concern for food crops is cross-pollination.

Hybrids (especially F1s) will not produce seed like that of the parent plant, no matter if there is no cross-pollination. This is what I've done with the OPs and heirlooms I've grown, although I have used mainly hybrids bought each year. I also looked at a few web sites to see why I was planting and saving seeds that way (my dad just told me what to plant where a long time ago).

Some plants require isolation to protect from cross-pollination (a.k.a. out-breeders) and some are self-pollinating (a.k.a. in-breeders). As far as saving the seeds after making sure they have been pollinated by the same plants, seed saving is relatively easy. Some people save seeds in baby food jars or old medicine bottles. This is fine is the seed is completely dry. Storing in paper envelopes in a cool, dry place may be better, I think, but seed stored in jars or cans seem to do just fine as well.

Do not use a desiccant in with any stored seeds. This will remove too much moisture and destroy the viability of the seeds. Always keep seeds carefully labeled, with planting instructions and date to maturity. When drying and getting the seeds ready for storage, keep them labeled carefully as well.

CORN
Corn is wind pollinated as opposed to insect pollinated. Each variety of corn must be isolated 1000 feet from another variety....IF they mature at the same time. An early corn and a late corn, for example, can be planted side by side with no cross-pollination... there is simply no pollen from the other variety available to pollinate the silks of the different one when its silks are ready. To save seed, simply select several of the best plants and don't harvest the ears. The husks will turn brown and dry and the seed will be hard and dry.

Store the dried ears in a carefully marked paper bag somewhere warm and dry. After a few weeks of further drying this way, the seeds (kernels) should come off by rubbing them. Leaving them in an dry, airy place for a week or so should take out any left over moisture. Store in an envelope, jar, or can (also carefully marked with the variety and days to maturity) in a cool, dry place.

Popcorn and rainbow corn. These have misleading days to maturity listed. Their days to maturity are to "full" maturity, unlike sweet corn. These must be isolated from sweet corn and each other. Save seed as above.

Planting corn: Since corn is wind pollinated, blocks of at least 4 rows will be better pollinated and have fuller ears than if planted in a single row. They get their pollen from the tassels from another plant which falls on the silks. And each silk will make a kernel. Each plant is very resistant to being pollinated by its own pollen.

GREEN BEANS, LIMA BEANS, PEAS
Legumes are "inbreeders" and either have both male and female plant parts in each flower or are resistant to pollination from another plant species within the same family. They are sometimes already pollinated by the time the flowers are fully opened.

To save the seeds, again choose a few of the most vigorous, hardy, disease/pest resistant of the lot and let them mature on the vine. This will cause that vine to stop producing, so you may want to wait until later in the season to do this. The bean or pea pods will form large seeds and eventually turn light brown and dry. The seeds inside will be large so the pod will be bumpy. Pick and store in a warm dry place in a paper bag for about 2 weeks.

Then shell and leave in a dry airy place for another week or so. Store an envelope, jar or can in a cool, dry place.

SHELL BEANS
Same as other legumes. Shell beans are picked at complete maturity when the pods are dry and brown. Simply set aside some of these seeds, making sure they are dry, and label and store in paper bags or envelopes.

SUMMER SQUASH AND PUMPKINS
If you are growing more than one variety of squash or pumpkin, they need to be isolated from one another... unless the dates to maturity are very different. This is rarely the case, however. They are insect pollinated and will most likely produce seeds true to form if separated by only a hundred feet or so, or separated by a vertical barrier (like a big line of pole bean teepees or trellises). One variety grown in the front of the house and one in the back (or one on one side, one on the other) should be enough separation. You can get around the isolation bit if you want to hand pollinate the plants you wish to save seeds from.

Let the fruits grow to full maturity, then slice open and remove seeds. Wash and set on newspaper or paper plates to dry for about a week until completely dry and store in paper bags or envelopes.

WINTER SQUASH
Hubbard and Butternut types will not cross with each other or with summer squash or pumpkins. These are generally picked at full maturity so saving seed is as simple as scooping them out of the seed cavity (before cooking, of course! :), washing them, letting them dry, and then storing in paper bags or envelopes in a cool, dry place.

CUCUMBERS
Cukes will cross with other cukes. I usually only grow the "straight eight" variety, since you can use it for just about anything. It's an OP, high yielder, and can be trellised. But if you grow more than one cuke, you must isolate them from others. Saving the seed is the same as with squash. A cucumber at full maturity will be big and fat and start turning yellow and maybe a bit squishy.

EGGPLANT
Eggplant is an "inbreeder" (and I've only found one variety of OP eggplant), so seed saving is easy. Just choose a few of the most vigorous plants and do not harvest the fruits....letting them reach full maturity. Save seeds as you would squash seeds.

TOMATOES
Different varieties of tomatoes can be grown right next to each other with very little, if any, cross pollination. Saving the seeds is a little more time consuming, though. Again, choose a few of the most vigorous, highest yielding, disease/pest resistant plants and allow either all or some of the fruits to completely mature. They are mature after they are very ripe and start to become soft and squishy.

Take each tomato and slice in half. Squeeze the seeds, juice and gelatinous gunk inside into a jar (again, keeping everything labeled along the way). Cover jar with a cloth or paper towel, and let sit and ferment in a warm, dark spot for 3 days or so. By this time, some mold should be forming on the top. This is good. The mold helps remove the goo on the seeds and also helps kill any mold spores and diseases that may be on the seeds. After 3-4 days, rinse the seeds by filling jar with room temp water, shaking around a bit, and pouring through a sieve that has holes smaller than the seeds. Put seeds back in jar, add more water and repeat. Do this until the water is clear, all the mold is gone, and the goo is washed off the seeds. Then spread seeds out on cloth or paper plates. Let dry for a few days to a week. You will know when they are completely dry. Some seeds may dry in clumps. Just break up the clumps if this happens. Store in a paper envelope which will not allow the small seeds to fall out, or jar or other container.

GREEN PEPPER VS HOT PEPPERS
Green (sweet) peppers are "inbreeders" and insect pollinated, so need little isolation from other peppers....with the exception of hot peppers. Hot peppers are "out-breeders" and will readily cross pollinate the sweet pepper.

So you need to keep hot peppers isolated from each other and from your sweet peppers. Cross pollination will result in hot peppers that taste like green peppers. We made this mistake and hubby liked to impress guests by going out into the garden and eating a jalapeno whole (of course, it tasted just like a green pepper). Of course, he eventually ran into one that hadn't cross- pollinated.

Saving the seed is, again, simple. Just let some grow to full maturity, slice open and remove seeds. Wash (if needed... it probably isn't) and lay on paper or cloth to dry and store in a paper envelope that won't let the seeds fall out or in a jar or other container.

LETTUCES AND GREENS
You can control, to some extent, when you allow your lettuces and other greens bolt and make seed by cutting the flower stalk until you are ready to let it bolt. They also do not cross-pollinate readily and are "in-breeders." So getting true seeds isn't very difficult, but the seeds are very small.

Once your lettuces have bolted and flowered, allowing a few days or so for pollination, cover the seed head with something that will allow air to circulate while also catching the tiny seeds as they mature and fall. A square of muslin "poofed" out around the seed head and tied tightly to the stalk is what I've used. These seeds will most likely be dried, if it hasn't rained recently. They are very small and need to be stored in a well-sealed envelope or in a jar.

ROOT VEGETABLES POTATOES
Save some fall harvested and cured potatoes for replanting the following spring. No need to worry about pollination. Just make sure they are kept cool and dry and they should be ready to plant in the spring. Cut each potato in half or 3 or 4 pieces, depending upon size and how many eyes. Make sure each cut potato has at least 3-5 growing eyes. After cutting, let the cut dry for 48 hours before planting.

TURNIPS, BEETS, PARSNIPS, CARROTS
These are root vegetables, but can't be replanted like potatoes. I have never saved seed from any of these, but I believe a seed stalk forms from the greens and would be saved the same way as lettuces. Carrots are biennial and will not make seed the first year, but I believe someone said taking the cut top and greens and placing in water will cause new roots to grow and seeds to form. If done inside, this would require hand pollination as far as I can see.

A good, logical garden plan (those are so fun to make), a little bit of care, and proper drying is really all that's needed to save true to form seed from year to year. Below is a (swiped) list of what crosses with what and what kind of isolation is needed for different vegetables.

These vegetable species require little if any isolation for seed saving: dry beans, snap beans, lima beans, soybeans, eggplant, lettuce, peas, peppers (bell), and tomatoes.

These vegetable species require isolation (controlled pollination, or single variety) for good seed saving:
basil, beets, broccoli(1), brussel sprouts(1), cabbage(1), cantaloupe (2), carrots(3), cauliflower(1), Chinese cabbage (4), chives (5), cucumber (6), dill, endive, favas(?), fennel, garlic chives(5), gourds (7), kale (1), maize(8), muskmelon (2), onion, parsnips, pumpkins (7), rutabagas (1, 4 check species), spinach (??), summer squash (7), winter squash (9), and watermelons (10).