I think the biggy here is knowing if you're milkweed is native to your climate or not. If it's native, put it in the ground. I have some native to my area that has actually gone rouge and has become invasive (too many butterflies, a real problem, right?). Other milkweeds you aren't so sure of, I like the water jug idea, keeps them drier and exposes them to the weather too. If you're into seeds though you will eventually want a little seed starting station like the one mention above. You can use cardboard seedling six packs and literally just plant the seedlings out in their pots in spring. Good luck with you milkweed, I love my butterfly garden!