There are some seeds that do well when you directly plant them in the ground. These are generally plant seeds that tolerate cooler temperatures and are also at risk if transplanted. Other plant seeds do better if started indoors and are then transplanted when the weather is warmer.
This post lists vegetable and herb seeds that are either best planted directly in the ground or are better started indoors.
Click on the Which Seeds Do You Direct Sow & Which Seeds Do You Start Indoors? link below to read more.