Starting from seeds is a great way to learn something new for the first year (or the first three years, if you're stubborn - ask me how I know!)
After that, it's a great source of pride when you look at your babies, and when you give some away.
And the best time to start many seeds in many climates is BEFORE you can plant anything outside. When everyone else has snow and mud and gray skies and cabin fever, you have a little carpet of green seedlings and bright light indoors.