It depends on your climate, what you want to grow from seed, how much you want to grow, and a whole lot more. For example, there is no way I can grow cabbage here from direct sown seed. My cool weather growing season just goes away before they mature. However, I buy started plants at a garden center so I don't have to grow them from seed. If I wanted a lot more cabbage than I use I would possibly change my approach since those started cabbage plants can get expensive if you buy a lot of them, but for half a dozen or so, its not too bad.
About the only things I start from seed are things that I cannot be successful direct sowing where I am and I cannot be assured I can get the started plants or plant varieties at the time I need them. For example, I've started certain tomato varieties since I want specific varieties of tomatoes and cannot get what I want around here when I want them.
I direct sow my carrots, radishes, lettuce, corn, beans, okra, and many others since I have plenty of time for harvest and I want more plants than I would want to take up the time, space, and bother to start from seed. I have no reason to go to the extra inconvenience of starting them inside.
I personally start very few things from seed inside. I direct sow all I can. I buy most of my started plants at the University of Arkansas Horticultural Club and the local Botany Garden's plant sales, then go to a local garden store for what I want that I could not get from those sales. The convenience is worth the expense for me. Starting from seeds can be a lot cheaper than buying started plants unless you spend a lot of money getting set up, especially if you save you own seeds.
You can spend a lot of money getting set up buying grow lights, containers, heaters, stands, whatever (imagine building a greenhouse to start plants just to demonstrate an extreme) or you can get by with very little money. My only expense this year, other than buying a couple of packets of hybrid seeds I wanted, is the electricity to run the heater and grow light. Everything else I cobbled together from stuff I had laying around. It's not pretty but it pretty much works.
I think you'll find a lot of us do different things for different reasons. Like many things on this forum, it depends on your goals, your set-up, your growning methods, your climate, the number of plants you are growing, the varieties you want, the cost, the space, and who knows how many other variables to come up with the right answer for each of us.
I know it is a looooong answer but hopefully I've kinda addresed your question.