Lots of hardy or perennial geraniums will grow well for you in zones 5 or 6. Starting from seed may not be the best choice as it will limit your selections to primarily the species geraniums -- some hybrids are sterile and named forms are only reliably grown by assexual propagation (cuttings or divisions, not seed).

Here are several that can be done by seed:

G. endressii
G. macrorrhizum (great plant for dry shade)
G. pratense, many forms including the dark-leaved 'Dark Reiter' and the very large 'Mrs. Kendall Clark'
G. psilostemon
G. sanguineum, including var. striatum, sometimes sold under the variety names 'Vision Violet' and 'Vision Pink'
G. wallichianum 'Buxton's Variety'

As gardengal mentioned, most of the "fancy" hybrids cannot be grown from seed.

Most perennial geraniums self-seed, apart from a few sterile hybrid cultivars. However, the trick is obtaining or purchasing the seed for these plants. The seed is just not readily available. A very pretty plant is our native Geranium maculatum, which can be seed grown after cold-moist stratification. Unless you are experienced growing perennials, especially native ones, I would recommend purchasing your first geraniums (in flower if necessary) so that you can see all their individual characteristics. Geraniums are tough enough to transplant when in flower. Not all plants are this tolerant.

Pretty soon the perennials will be half price in my area. This is the time to get some plants. In my zone 5, I have great luck with Johnson's Blue, Visions, phaeum, macrorrhizum, Brookside, Max Reiter. Good luck
Susan