I also save up old sieves, collanders and various sizes of wire and nylon mesh. I make tough seed bags out of the legs of old pairs of jeans for drying flower stalks in. When everything is dry, I tie up the neck of the bag and bash it with a stick, until all the seeds have fallen to the bottom of the bag. A winnowing basket is a very useful thing to have, I got mine from Korea. Plastic plates and frisbees can also be handy. I winnow in the wind, over a big sheet if the weather is right.
Methods vary depending how much seed I am processing.
I designed the device in this video as a low tech way to thresh grain, but it seems to work well for all kinds of seed, especially when the quantities are big:
You could also borrow some nunchukas from a martial arts enthusiast, as these are essentially rice flails (presumably first used as weapons during a peasant's revolt)