Q-tips (ie. cotton swabs) work well for collecting the pollen on and then using to pollinate - hard part is trying to keep the thing from self pollinating before you get to it. ( unless you remove the anthers before they become viable )
Could do it the way the Chile Pepper Institute does it using Bees (see around the 2 minute mark in the video )
If you want to collect pollen for storage, you can use a flower sifter (link for pics) to seperate the pollen from flower. Then you can store pollen in these (link) for a long time if stored correctly (temps/humidity/etc). That's basically how I do it with canna pollen...
Flower sifter can be bought at Alberstons for $6 or so
I sift the pollen over a mirror and scrape up with a razor. They have funnels for those Boston Round bottles, but the pollen sticks tot he metal and you will lose a lot.
TIP: be SURE to label the bottles!!!
I like to dump more than a few grains of desiccant (Amazon link) in the bottle with the pollen as well
I just use mini centrifuge vials, I have a 100 count storage box, Just tap viable flowers over vial, freeze and store. I just recently used one year old pollen for a cross and it took.
I number the vials and keep a spreadsheet indicating what pollen is in each vial. I also do a similar spreadsheet for crosses with the butterfly tags.