What do I do with lettuce that has gone to seed?

I have some green leaf and red leaf lettuces in my garden that have gone to seed. Is it worth keeping the seeds for another round of planting? If so, should I just let them fall and reseed themselves, or should I somehow harvest the seeds? How do I do that? Do I need to let them dry or something, or can they be planted right away? What’s the proper way to store them if I don’t want to plant them now?