I don't have much time right now but will check back later. Did you find the winter sowing forum on gardenweb? This will be my second yr and was very please with the results last yr. You can use the same process in the containers you plan to leave them in. It really gives everything a head start. I had trouble with using lights inside. If they got big enough from that process I then had trouble when I moved them outside. WS gives them teir own little greenhouse and they are already hardened off. Kathy

Did you find the FAQ page at the Winter Sowing Forum? It's Loooong but really you don't have to read the entire thing to get started. The first question on there has most of the information you need.

Keep in mind that a lot of people on Gardenweb trade seeds with each other and have shoe boxes FULL of them that were virtually free. Winter Sowing is a perfect solution because you can grow them outside. A lot of people use milk jugs to sow them in because they're free and easy to get. You may have other containers as well. I used containers that were too small when I started winter sowing. The soil wasn't deep enough and it makes it hard to keep them watered. I think Trudy recommends 3 inches of soil or more.
Something else to watch out for: After they germinate and it starts getting warm and sunny out, you need to make sure your seedlings are getting enough air so they won't fry. Cut holes bigger or prop up lids or something.
In general, perennials are pretty tough and can take below freezing temps after they germinate but annuals may not. Some veggies might not get an early enough start if you use winter sowing but I'm not sure. What kind of seeds do you have?

Here is a link that might be useful: Winter Sowing - Frequently Asked Questions

I think it is a good method for some seeds. Like Christie said some people have lots of free or cheap seed. The gallon jugs are the right size to get a bit of this and that, have it labeled, put it outside and you are done until spring. Last year I bought melampodium seeds from Parks. I got 15 little seeds. I would not have put those expensive seeds outside in a milk jug. It is better for some things than growing inside. Some seeds need the winter cold. It works well for poppies; use the hunk method described on the WS forum to transplant them where you want them.