Zinnias, sweet peas (need to be started earlier as they die in the heat. Wildflowers....

Planting directly in the ground can be the best for lots of plants but you have to keep the soil moist and keep the snails from eating them...a bit of a challenge.

Planting seeds under florescent lights and with a heat mat is more predictable.

I have tons of seed packages but haven't found the time to plant them.

Oh yeah, actually I forgot I did start some nice sweet peas directly in the ground last year - thanks for reminding me. They worked out well & I'll do them again. I was thinking about the ones I'll be starting inside under lights.

I have good luck with lots of annuals, but I do all mine by wintersowing.

chinese asters
zinnias
rudbeckias
amaranthus
celosias
sunflowers
snapdragons
gomphrena
statice
ageratum

...just to name a few off the top of my head. Check out the winter sowing forum here. It really changed gardening for me - never had luck starting seeds till I found this method. You may find it helpful too.

Good luck!
:)
Dee

Here is a link that might be useful: WSing Forum FAQs

I would add Cosmos and sweet Allysum to the list. I grow these every year, pretty easily. The allysum self seeds.

Jen

I've grown a lot from seed and have had good success with the peat pellets. I use almost boiling water to moisten the pellets before I plant, the growing medium is warm when I plant the seeds. I see pretty quick germination under my lights. I keep them covered until the first set of true leaves. I have grown petunias regular and wave, impatiens, geraniums, marigolds, zinnias, cosmos plus veggies. I haven't experienced any dampening off doing things this way.

I'll second diggerdee's note for winter sowing. I was a total brown thumb before I found it. I'm in Z5, too. I have excellent luck with most annuals I start (that are good for Z5), and if something fails, I've found that I've either done something wrong (like poppies that need to be put out as WEE SMALL babies, or I direct-sow them in the snow), or they weren't for my zone (I forget what foolish thing I tried to grow that was only for tropical zones- DOH!)
I personally love:
Zinnias (have discovered many different varieties in online stores that aren't in my local store seed-racks), marigolds (again, lots of diff't varieties), another vote for cosmos (although I have to say that I prefer the 'dwarf' varieties of these, and the "Cosmic" series), sunflowers (check the round robin forum to see if there's a Sunflower Robin running...I got SO many varieties in that exchange last year!), schizanthus (short-lived, but VERY pretty), Love-in-a-Mist (short-lived, but again, very pretty, and interesting seed pods).
I built vine poles (SIMPLE! Instructions over at bhg.com) and grew Morning Glories up them, and I found a taller variety of salvia at KMart (Mealy-Cup Sage- brand was Martha Stewart) that was very interesting!

I focussed a lot on red stuff and butterfly/hummer annuals last year. Have a ton of seeds for this year that'll need to be put in jugs pretty soon.
Good luck!