Growing your own seedlings is incredibly sensible for two reasons - cost and diversity. You can generally get about five times the number of plants out of a packet of seeds for the cost of a punnet of seedlings. Also by sourcing seeds online, you have access to a greater range of plants than you would find at your local garden centre, with exotic and heirloom seeds readily available when ordered over the internet.
I tend to grow at least three times as many seedlings as I actually need. Partly to ensure that if some seeds fail, I have backups, but also to have the option to gift plants to friends and family. A kindness given will find its way back to you, and my gardening kin have gifted me back many a plant.
The best tips I can give for growing seedlings is to grow them inside where the temperature is generally warmer - to give your seeds a really good kick start, as well as offering extra protection from slugs and snails. I grow seeds in recycled takeaway coffee cups (or in the example below, leftover party cups) as they make less mess than plastic gardening containers and don't leak water all over the show. Finding the right spot to germinate seeds is a matter of trial and error. I really wanted to be able to grow mine on my kitchen windowsill to make it that much easier to water them, but the sunlight pattern in my kitchen doesn't quite suit. I have had far more success germinating seedlings on my dining room windowsill.