Hello Sue:
I came across this post while considering whether or not it would be worthwhile to grow daylilies from seed and I decided not to grow them from seed. This post suggested that stratification could be beneficial so WSing should work, however, the germination and growing-on rates don't seem great, and the greatest detractor was the time needed to get a bloom. Here is the link I read:

http://kbgardenblog.blogspot.com/2006/08/harvesting-daylily-seeds.html
Good luck.

northerner_on, thank you for your response. I know a gardener who does them inside with quite good sucess...I may try 1/2 one way and half the other. It would be interesting to compare germination AND winter survival rates.

UPdate...I did half my daylilys wintersown and half indoors...my wintersown one (aprox 6 containers 3-4 seeds per of various purchased hybrid cross seed)...germination rate indoors aprox 80% or better...wintersown ZERO ZILCH...NADA..NOT ONE GREW!!!! My germination rate (minus the daylily falure) of wintersown was pretty high..only a few things didn't germinate..My method was 2 liter milk containers, coffee liner, miracle grow 4 inches thick.

I can only get them to germinate indoors too.

Congratulations, Sue. Glad to know that you tried both and the indoor method worked for you. Please keep us posted on growing-on. I had a terrible time with inside growing this year. I had an infection of some kind of little white fly which destroyed all my tomatoes. Only my peppers survived and I am trying to save a few of the tomatoes. I hadn't done it (indoor sowing) for years, and I have to find another way. Maybe I'll build a small green house.

I am not positive but I think my indoor sucess was due to the fact that I poured boiling water on the soil before planting...I think that greatly reduces the chances of damp of and other nasty things...