Answering the question you pose first, I have mail-ordered plants, but not annual vegetables or annual flowers. Larger nursery plants, orchids, other specialty plants I have ordered online, sometimes with good results, sometimes not so much.
I would recommend trying seed again, if you have a place to start the seedlings. If you have an indoor space where you either have a window, or can set up an inexpensive fluorescent shop light, warm enough and away from pets, you can do it.
1. Chit the seed first. Plenty of instructions here, and elsewhere online. Easy.
2. Once the seeds are chitted (showing just a little root tip poking out of the seed), pot them up in their first soil. Seed starting mix if you prefer, or houseplant potting soil, but chitted seeds will grow in nearly anything with a soil-like texture (I have successfully used plain sand).
3. Once the seedlings have two sets of true leaves, move them to larger pots.
The advantages of starting plants yourself from seeds you choose is that you have maximum choice over the variety of plants grown. Growing tomatoes, you can choose for disease resistance, color, flavor, growth habit, etc. You can also choose when to start them to meet your own growing conditions. Seedlings produced from your seeds will nearly always be less expensive in the long run. I have usually been disappointed with seedlings offered in the big home and garden stores (run-of-the-mill varieties, expensive, and often with disease or pest problems; hopefully the quality is better where you live).
