Yep--I've grown penstemon from seed and they do take forever. I've grown mine under lights though--haven't tried wintersowing them. Probably not feasible in our zone.
I've also grown angelonia from seed for a few years (also under lights). That's another slow-grower, but because it blooms late and lasts until a heavy frost it's worth it. I saved seeds from a Proven Winners variety, and it comes back true every year. (Shhh....don't report me to the Proven Winners people)