Cilantro and Coriander both come from the same plant, Coriandrum sativum. The herb Cilantro is what we call the green leaves, while the spice Coriander is what we call the seeds. A bit confusing, I know, but you can grow this plant for either use, or both. It is a fairly easy plant to grow, although I occasionally have people tell me that they have no luck with it for some reason.
It favors cooler weather and can be planted in Tucson both in Spring and Fall. Too much heat and it will bolt, (go to seed) straight away. It has perfect, self-fertile flowers, located on little umbels, but is primarily insect pollinated and will thus cross pollinate with different varieties. Varieties need 800' to 1/2 mile separation in order to prevent cross pollination.
In order to save seed, you should grow at least five plants to ensure genetic diversity and strength for future generations. If you are growing for Cilantro, pluck out the plants that flower early and save seeds from the plants that produce a lot of green tasty leaves and flower later. If you are growing for the Coriander, choose the early bolting high seed producing plants to save seed from. That way your next season's crop will be genetically geared toward producing the part of the plant you most desire.
Collect the seeds once they are dry and have turned light beige or golden brown. They are easily threshed from the umbels by hand into a container, or check our some of the seed library's Seed Cleaning Screens, to make the job even easier. The seeds will remain viable for up to six years if kept in a cool dry environment. ~ Kelly
For more information check out these PCPL resources: The Seed Garden, Seed to Seed, Cilantro Secrets, Vegetable Literacy