I have a lot of fun planting daylily seeds. They really do come up and flower fairly quickly from seed (usually in their 2nd year), and they hybridize so freely, that you never know what the new lily will look like!
I agree with the others, dividing would be the quickest way to get new plants, and the plants you get are certain to be Stella DeOro. If you plant seeds, many times they will either revert to their constituent parent characteristics, or the seeds may be the result of crossing with other nearby daylilies. Fun, but not reliable.