Saving seed from lettuce is relatively easy. Lettuce is an annual and produces flowers and seed in one season. Use your first plantings. Plants for seed should be 8-12″ apart in the row. The seed stalks begin to form and rise 18-24″. Small yellow flowers appear which turn into fluffy bunches. When about half the flowers have produced the seeds on the fluff, cut the stalk and bring them inside to dry. I put them in a large paper bag in a warm place.
After several days, when the plants are mostly dry, shake them vigorously inside the bag. Rub the seed pods between your fingers to separate them. It will be difficult to obtain a perfectly clean seed without more equipment, but the seed will generally drop to the bottom of the bag. For home use, it is not a problem if some of the fluffy parts are still with the seeds.
Lettuce is self pollinated, so not much crossing between varieties will occur. If you want to be sure about purity, plant a different crop between your different lettuces. If you would like some good quality heirloom seed that you can keep for planting in emergencies, click the link below for more information.
Note; I have often had lettuce reseed and grow late in the fall. Several times, the small plants survive the winter (zone 6) and provide us with early lettuce the following April.