The usual way: direct seeding
Last Sunday I got out the gloves and began to move dirt. It's the first week of February, you're probably thinking, aren't you being a little hasty? Well, for stubborn alliums it's not too early. I planted leeks, two types of short-day onions, and scallions. So far, these seeds' requirements are relative warmth and wetness; no light is needed, so they're sitting tucked under a radiator on the kitchen floor.
There are other things that need an early start, too. These are mostly perennials who're long to come to seed but also long to stick around once they're up and going: artichokes, cardoon, angelica, sea kale, and Italian parsley. I also am seriously considering planting the pepper seeds, too, though I am resisting the idea: these nightshade-family plants also like having hot feet, and I feel it's too early to mess with the grow lights and the cat-free room required to grow them. But I may need to just get over it and get them planted. I will probably start these items next weekend.
Our last frost here can be anywhere from March 30th-April 30th, but a May 16th frost last year wiped out my in-the-ground tomatoes, broccoli, Brussels sprouts, romanesco, cauliflower and okra...all lovingly coddled under grow lights for weeks inside then two protected weeks outside then one week in the ground and whammo. Not much you can do (and it's not nice to fool Mother Nature). I was able to salvage some tomatoes, but everything else died. Sigh. Not my happiest gardening week, that...
If you are interested in learning when you should start your seeds, first find out the date of your average last frost. You can look this up generally on the web, but the best sources I have found tend to run through the local branch of your state's agricultural school or through your county's extension agency. Google "average last frost date in My State" and you should get close, though. There are helpful seed-starting guides out on the web; for veggies, Organic Gardening has a decent chart that you can find here.