I've cut a huge bunch this morning, it is now all in containers filled with glycerin and water.
If you choose to air dry your Sweet Annie, it will eventually fade to a brownish color and will be dry and shatter easily....making a nice mess.
By preserving in the glycerin, it retains a green color and a "softness". And best part is, it still smells wonderful!
I mix 3 parts of water with 1 part of glycerin in a glass container and immerse the freshly cut stems. Don't overcrowd the stems. In approx. 1 week, I remove the sweet annie and if there is anymore water in the container, I allow the cut ends to dry.
Purchasing glycerin can be costly if you are not drying ALOT of sweet annie. However, if you want to give it a whirl, you can purchase a small bottle in Walmart for under $5.00 in the first aid section.
Right now, I have many glass containers of sweet annie scattered around my house, preserving away!!
October 2013 update:
I found this site with info on preserving so check this out as well!!!!!: