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I live in Minnesota, USDA Planting Zone 4. However, this has been an extremely mild winter here, essentially Zone 5. With this in mind I have started a few seeds very early, mostly as an experiment to see if I can maintain them until outdoor planting time, and see whether and how much sooner they will produce than seeds started later. The seeds I have started are mostly long-season varieties such as melons, gourds, tomatoes and peppers. I actually bought cell pack seed starters in trays with clear plastic lids (and Martha Stewart's photo on them - yuck!) and some soiless seed starting mix. Each tray and bag of mix cost me $3.99 at K-Mart. I think 1 bag of mix should fill 2 trays. I started the seeds on wet coffee filters inside of ziploc bags. I check them daily, and transfer sprouted seeds to cell packs. I originally had the bags on a table in a room with a 65-70 F (17-20 C) degrees, but they took over a week to sprout there, so I moved them to the hearth by my woodstove. The warmth from the stone beneath them encourages them to sprout in 3-5 days. I only have 6 seedlings so far.

My husband is going to build me a cold frame of PVC pipe with a sheet plastic skin to put on our patio. I intend to line the bottom with water bottles for heat absorption and put the trays of seedlings on top of the bottles as soon as it is warm enough outside to do so (late March - early April). Tender varieties may still have to come inside overnight, but hardier ones like peas can probably stay out. I will start a lot more seeds in a couple weeks. I have a soil block maker, and I bought 2 bags of potting soil. I intend to put varieties that can go into the garden soonest (like peas) on soil blocks. The warmer-blooded varieties I will start in cell packs and move to larger pots as they get bigger. I know some plants dislike being transplanted. That's why I intend to start peas in soil blocks; the roots shouldn't be disturbed by transplanting. Even for those in bigger pots, like melons, I still think that a 2 month old plant, unhappy about being moved, will be farther along in 2 weeks than a seed put directly into the ground.
A cold frame is a great idea and can be used for hardening seedlings of cool season crops like broccoli and cauliflower. Also, if you put your cold frame in the ground, grow spinach and lettuce directly in the cold frame and harvest from there. Actually, peas are hardy enough to plant directly in the garden while it's still quite cold, and don't transplant well. Several of the plants you mentioned (melons, gourds, peas) do not transplant very well and should be planted directly in the garden. Tomatoes and peppers work great, though. Seeds planted at the wrong time or in the wrong manner will disappoint. I use "The Victory Garden" for much general good advice. "Square Foot Gardening" is another good book. Rodale Press, publishers of "Organic Gardening" magazine, have numerous good books on organic gardening and other sustainable living techniques.
You can generally direct seed your peas into the soil at the end of March and all through the month of April. They are quite cold hardy. St Patty's Day is the traditional date to plant peas, and we have a May 30th frost date here in New York.
Be careful about damaging the plant while transplanting. Some plants will never recover from the shock. Last year I apparently harmed one of my cabbage starts (one of the easiest varieties to start and transplant, very hardy) and though it didn't die until the Fall freeze took it, it didn't grow or develop beyond that seedling size (about 4 inches tall and only 4 leaves).