Radishes have gone to seed, when are the seeds ready to be picked?

When those long pointed seed capsules start to go from green to yellow keep an eye on them. As soon as they begin to go from yellow to tan/brown start giving them a squeeze. If they feel dry and woody, don't give, and crack along a seam, they are ready. I cut the entire heads off and put them in a paper bag to finish drying and open up. Just give them a good shake in the bag. Pour them out into a dish and clean any chaff out of them by gently blowing on them while stirring them around. Put them in a small heavy paper or plastic bag and store them in a cool, dry place. They'll keep for a couple of years if stored properly but the germination rate will fall off after that.