You can deliberately let annual and biennial plants go to seed so they can sow themselves.
But you do have to use open-pollinated (OP) types of veggies, not hybrids. Most hybrids will revert to one of the parent types, which are mostly inferior. They're a waste of soil space and
water.
And some types are better to let go to seed than others, mainly the ones that don't cross-pollinate too easily. I wouldn't bother saving seed from any squashes if I was growing several varieties, or if I even grew one kind of squash and some gourds. I let that happen once... yuck! Apparently my summer squash (zucchini) crossed with my pumpkins (winter squash) and when I planted the resulting seeds the next year, I got these really weird-looking sort of roundish green things that tasted like weeds.
But if you have similar types of plants (family) that bloom at totally different times, you can use them, or save the seed from them. Corn is one you can do like this. If you plant three varieties of corn (early, mid-season & late), plant the early type first, let 10 days pass, plant the mid-season ones, let another 10 days pass, and then plant the late-season one. Due to timing, each type will "bloom" at separate times so they don't cross. I've done this with sweet corn and ornamental corn, planted in blocks right next to each other, with no problem in crossing.
Sue