How Can I Save Cucumber Seeds? - but there is more to know about it than the pinned Mother Earth News Article: http://organicgardening.about.com/od/organicgardening101/a/How-To-Save-Cucumber-Seeds-From-Your-Garden.htm
Plant 8 cucumber seeds at the base of a 4-6 foot tomato cage and "help" it climb up the cage. It takes less garden space and makes harvesting easier. I did this for the first time last year and it is the best method I have ever used.