Lisa,
It can take 1-3 years to get a bloom from daylily seeds, so it's a bit of a gamble, but I've been told that it's well worth it because it's a lot of fun to see what comes out in the end. If you like surprises, seed is the way to go.
I probably shouldn't introduce you to this so early, but there is an online auction house where you can purchase seeds:
http://www.daylily.com/cgi-bin...
My recommendation is to resist going there for the first year or you may become hopelessly addicted!
I resisted going there for several months, and then I briefly got sucked into the madness that is the addiction of the auction house. I haven't let myself go back for awhile.
Many of the daylilies listed on the lily auction ("LA") are newer, more ornate daylilies, focusing on teeth or on patterns. Personally, I am trying to stick more with daylilies that have great landscape appeal, so I like the daylilies with more solid color. While pretty individually, I find that many of the patterned daylilies are dizzying en masse.