I just grow mine in styrofoam cups in my south window during Fall and/or Winter. I don't even cover mine with anything but potting mix. I, too, have my own method that has worked very well for me for several years. I wrote an article on ATP about my particular method:
http://garden.org/ideas/view/b...
Everyone has their own method of sowing and growing from seeds. I do prefer to grow mine in cups and label them since I am trying to keep track of the crosses just in case I get a few that I want to name and register. You never know when you might get something worth registering, so it's good to know the parents of a seedling!