Morning Glory Seeds
You'll find it rather easy to save seeds from your beautiful morning glories. Once the end of the season nears, the flowers will become seed pods. Once the pods have dried, you can collect the seeds. The longer you can let the seed pods dry, the better the seed will be - just don't wait too long (or else they'll fall out of the pods or get frozen in winter!) If you plan to grow them in the same space, you can also let the seeds drop to the soil, where they'll re-seed for next year.
The following blog has lots of great pictures on saving seeds from Morning Glories: http://mrbrownthumb.blogspot.com/2009/10/how-to-collect-morning-glory-seeds.html