This year I started seeds indoors for the first time in a long while. I went to Wal-Mart and bought a starter set from the garden section; it's a plastic tray with a clear lid, loaded with X number of peat pellets. I bought two of the 72-pellet trays to start my peppers in, and they sprouted like weeds.
I helped things along a bit by putting a small electric heater under the card table the trays were on, so as to keep the soil temps in the 80s. I got terriffic results, much better than planting seeds outdoors.
I start a lot of seeds indoors - I was just tinking that because it is already so late and the soil has warmed up that I might be better off just direct sowing. I still have peat pots left, so I may just go ahead and do both.