I would not save seed from the F1 varieties. Choose the open pollinated varieties and isolate or only grow the one variety if you don't want cross pollination of your seed plants.

The squash/pumpkin may be left to over ripen and this will improve seed quality. When ready to store, scoop out the seed, wash thoroughly to remove the pulp, discard any flat seed and retain the plump ones.
Dry by spreading onto kitchen paper laid in a tray and placed in a dry airy spot for 2 weeks. When the seed are thorougly dried place them into a paper envelope and keep in a cool, dry place until sowing time in late winter through spring.