In nature the seeds go directly from the plant to the ground, and that's how they've grown for a long, long time. Personally, I would prefer to sprout them indoors and grow them under a light for the first part of their lives, and then when the threat of frost is gone, and the plants are healthy and thriving, slowly start getting them used to being outside in the sun.
Also, be sure that you have a strain suitable for the length of growing season where you live. When I first started, I found out the hard way that you can't take just any strain and grow it outside. Wet weather comes, and so does mold. And trust me, taking down a crop that you've spent months taking care of, and putting that entire crop straight into the garbage because it's covered in mold, is not a good feeling. Save yourself a whole lot of heartache and make sure your strain's flowering time will allow it to finish before the weather turns bad.
Good luck.