Plastic baggies- I bought a couple of packages of them from Wal-Mart a couple of years ago and still have a lot. I've found that they last a long time because they are resealable and durable. If you have a large amount of one kind of seed, try sandwich bags. The labels I bought at a dollar store and writing the name of the plant on them works better than writing it on the envelope if you want to reuse the plastic baggie.
Prescription bottles and film canisters- Yes, some people still use film. Look in the junk drawer around your house or ask nicely at CVS & Walgreens and you may get to take some home.
Paper coin envelopes- I had trouble finding these retail, but I see them every once in a while. I haven't bought any because there is so much "free" paper around that I'd rather just make my own paper seed envelopes.
Two of my homemade paper seed envelopes. On the right I folded a seed packet out of a piece of newsprint. You can also fold some seed envelopes out of wax paper, gift wrap or pages from a magazine. If sitting around folding pieces of paper isn't your idea of a good time make your own envelopes from junk mail. Open your junk mail or bills from one end and you can cut the envelope into three sections and tape the ends and use them as seed packets. These work better for larger seeds, I find that fine seeds can either fall out or into the crevices or get stuck to the tape used to seal them.
Make sure the seeds you collected from your garden are dry before you package them up. If the seeds are still moist they can rot if you place them in something made of plastic--which will defeat the purpose of you saving these seeds. Put your seeds in a cool dry place until it is time to sow them next year.