Look around your garden in the spring and summer, and you will notice that basil, larkspur, amaranth, dill, fennel, zinnias, euphorbia snow on the mountain, cucumbers and many other plants come up where you did not plant them. They came up from seeds of last year's plants.
Any and all of these can be planted in your zone in the fall, giving them a jump on seeds planted next March/April/May when there is so much to do outside. It's also a good way to have succession plantings without doing it all next spring.
We plant annual poppies and Johnny Jump Ups in September, Larkspur seeds by Thanksgiving and garlic by New Year's Day.
Plant perennial seeds in the fall, too.
Due to our heavy rain and strong winds, I plant them in 1-inch cell trays or pots and grow them in a protected place outside. If you have to cover the trays and pots to protect the seeds from wildlife or drowning rain, make a note to water them regularly but do not allow them to sit in water.
The best reference available online is Tom Clothier's Hort dot net. His seed propagation chart, originally developed by Thompson and Morgan Seeds, is my go to reference. Here's a link to the charts.
Lots of seed companies are having end of season sales right now so stock up! Seeds you plan to hold until late winter or early spring should be stored in a cool dry place such as the refrigerator or freezer. If you have one of those moisture protection envelopes from grain packages or product packing, slip one in with the seeds to protect them from the moisture in the fridge.