It will depend on your soil and whether or not you mulch heavily. I normally start shaking mine around in February when I have more of an idea of where I want them. They will store quite happily in an envelope in a dry room until then. If you are a spring mulcher I would wait until after you have mulched.
I'm gradually taking my little brown money envelopes around the garden and gathering seeds, poppies especially, had some really lovely pink ones this year. which I'd like to see again, of course they may not flower true, but they will flower. I shall keep the envelopes in a tin in the shed (mice!), and sow them where I want them next year - that's really all there should be to it.
I lost 2 of my big poppies because the ground was so wet. We had the weetest drought on record here in the south. Most sad as one of them was lipstick red in colour and i cant remember the name or where i got it. Have lots of the smaller ones and some californian which self seed all over the place which i dont mind at all.