One of my first priorities at the new house was getting some seeds started so I could rock the gardening this Summer. It's much MUCH cheaper to grow from seeds. I bought 50 tomato seeds for less than what one plant costs; the seeds will last for 3 yrs if I store them properly. The varieties are far more vast, and if you are concerned with organics, it's pretty much your only option. But it does require a bit more work.
I headed to home depot to grab a grow light (they make official grow lights but they are three times as expensive and regular fluorescents work just as well) and a self-watering tray. The special tray wasn't really necessary, but it wasn't expensive, and it means I don't have to water the seedlings every day or worry about over-watering. When we got back to the new house, we realized the exact fixture we'd purchased was already installed in the basement, so we returned the lighting stuff and improvised.
The plants need to be very close to the light source and the light source needs to be adjustable so you can move it further away as the plants grow. We just hauled over a plastic shelving unit under the light, placed the seeds on the top shelf, and let the seeds do their thing.
We started broccoli, kale, onions, and tomatoes. Understandably, the broccoli likes our cold basement a lot more than the tomatoes, and the little seedlings sprouted in 2 days. I need a step ladder to check on the seedlings and add more water.
If you try this at home, it's best to shut the light off at night to give the seeds a rest and approximate natural light patterns. When they get big enough, we'll toughen them up by moving them outdoors for a few days before transplanting.