Of all the veggies you mention, the only one I have ever started inside is tomatoes. I started tomatoes on Friday, which is earlier than ever for me. I usually put tomatoes out in the garden end of May, so I will be growing these inside about 2 months under shop lights.

I have always started the rest of those veggies from seed directly in the garden. But (see thread about Hubbard squash) it is probably possible to start winter squash/pumpkins inside too. Check out the Vegetable Gardening forum, there is a lot of good advice there. Good luck with your first garden!

I would really encourage you to check out the Seed Starting forum here on GardenWeb, and also the Canadian Winter Sowing forum, because that's where you'll get the best how to's, and for the light setups and so on, a picture is worth a thousand words, and many people have given pictures of how they set up fluorescents on shelves for a lot less money than "grow" lights...
Starting seeds indoors in Maine without fluorescents can be tricky because all it takes is a week of overcast Spring weather when you don't have a window with full all-day sun, and then your seedlings get tall and leggy, reaching and bending way over to get what sun they can, and when that happens, they never make good healthy plants, even if they survive.

But Winter Sowing, which is essentially starting seeds outside in covered containers, even in January, is like starting seeds indoors without any hassling with lights or difficulties with hardening off. i tried it the first time this year (after only finding out about the idea from this Canadian Winter Sowing forum a month ago!) and am thrilled to say, I have a container of the stockiest, healthiest Bok Choy sprouts out there, happy as a clam despite nights in the teens and 20's.
Still have my fluorescent setup in the basement, but am doing Winter sowing at the same time to see what works best for which varieties, so that if it doesn't work one way, I still have the other.

But the Winter Sowing is sooooo much easier! No daily misting and watering, fiddling with lights, worrying about damping off disease, etc and from what I have read, transplants started outdoors tend to be healthier and hardier.

So anyway, check out winter sowing, because anything they can do in Canada, we can do here in Maine. And for indoor starting, the forum on Growing Under Lights, and also the Seed Starting forum, ought to be helpful.

Happy thoughts for a fun first foray into gardening! Oh, and check out the Square Foot Gardening forum here too, because that's the easiest, most space-efficient, way to start gardening. I started my first ever veggie garden 3 years ago using the Square Foot Method, and moved quickly and easily into conduit-and-nylon-netting trellises and grew tons of green beans and tomatoes that way, and now finally, in my 4th summer as a gardener, I am going to learn how to plant things like asparagus and sunchokes, that require actual digging and hoeing. Because of SFG, the last 3 years, I have enjoyed "grocery shopping" in my own yard without ever even know what to do with a hoe or garden rake...

So the Square Foot Method, and Mel Bartholomew's All-New Square Foot book and website are a great resource for making it easy to be successful right from the start. And no, I don't work for them. But I should...
:)

Have fun and start small!
-Meg