It can be tricky, but timing is key. Here, several varieties of tulips (the reds and whites have been around for over 5 years), all flowering at different stages. Get in there, as soon as you see petals falling off and remove those seed pods.
Once petals begin to fade in colour and begin falling off, the plant has already developed a large seed pod.
If you haven't got a pair of pruners handy, at least snapping them off at their base is good enough. I prefer to take the seed head with the stem - cutting back to the base where the stem originates.
With daffodils, hyacinths and other bulbs, the flower petals don't fall off, they just fade and go brown. They each have a bulbous base where seeds are developing. Again, if no pruners are handy, just use your thumb and nip off below the bulge.
It's amazing how much tissue and energy is produced when developing seeds, even before all the petals brown. All that energy needs to go back into the bulb for next year's bloom.
If you're interested in growing bulbs from seed, well...keep them until the seed head browns and dries on the stem.