In past years I've always bought my annuals in the spring and summer. I've decided I'm going to try seed starting and hopefully have some small plants ready to transplant in my flower beds when spring starts. I've found some good resources on the subject.
Gardener to Gardener Seed-Starting Primer and Almanac
Seed Starting 101
Seed Starting Indoors
If I can borrow my son's digital camera I'll take some pictures of my progress.