@jordystokes - I've collected a few. First, accept the fact that you won't be 100% successful, nobody is, even the pros consider a 70% success rate pretty good.
Best way to collect - walk out the door with florescent tape you can use to mark interesting trees. If you are collecting your own property, you can tag trees and wait for ideal season to collect. Other places, you might not be able to markyour trees. GPS can work.
What to collect? If the first 6 inches of trunk are interesting, you have a canidate. if the first 6 inches are straight, with no features, pass it by, even if is a desireable species.
Trees in ground look smaller than they would in a pot, take a tape measure with you, for majority bonsai trunk diameters should be less than 7 inches, bigger than that and you are likely to end up with a 2 or 3 person to lift it bonsai.
you are in Tennesee, there are many more good species for bonsai than you listed. I would look for hornbeam (Carpinus) and hop flowered hornbeam (Ostrya), also deciduous holly (Ilex verticillata) & Catberry (Ilex mucronata) anothe possibility is american persimmon (Diospyros virginiana) and definitely follow RockM's suggestion on looking for Pinus rigida. Actually any of the local native 2 or 3 needle pines will work. Give eastern white pine (P. strobus) a pass, it will frustrate you. Thuja occidentalis is good, also Tsuga canadensis. Lindera benzonin - spicebush is useable. Leaves do reduce nice.
Key is findy an interesting trunk. Anything else is no better than starting with nursery stock.
When, I've collected pretty much year round, success varies, autumn and early spring are good, but have had good success in summer too. When collecting, don't cut off too much to ''balance'' to the roots, especially when collecting dormant. Reason is the tree will only open the buds it can support, but the more that is there, the more root sysem it will make.
that's all I can think of, off top of my head