I have successfully grown yarrow from seed. Salvia and Sage are the same thing, so if you have a specific plant in mind we would need a bit more info. Generally you are better off with small plants for Gaura, salvias, penstemon, anemones and chinese foxgloves.

Obedient Plant does not grow here, and delphiniums are best purchased already huge and blooming at the nursery. I have never had one last more than two weeks though- it's just too hot for them here. I know it's not the same, but larkspur is a much better bet for Southern California. They grow best sown directly into the soil.

Poppies- Oriental poppies do poorly in SoCal. Try Breadseed poppies (papaver somniferum) or Shirley poppies. These grow best direct sown.

Other easy to grow from seed flowers are Feverfew, Paludosum daisies, red flax, blue flax, California poppies, elegant clarkia, godetia, linaria, nigella, annual coreopsis, Mexican Hat, nasturtium. Blue flax and Mexican Hat are perennial, and benefit from being started in a seed tray.
Renee

Thanks Renee! That's a huge help and exactly what I wanted to know.

Have you tried winter sowing? I do the california version. I already have seeds germinating for calendula (grows all year here!) purple and white coneflowers, rudbeckia, crazy daisy and marconi daisy (all perennials that I also grew successfully last year.

Last year I winter sowed even annuals, however, this year I have direct sowed: papaver somniferum, clarkia elegans, tidy tips, california poppies, forget me not, cosmos (especially cosmos orange) paludosum daisy, sunflower, delphiniums, and much much more. I have discovered that these all reseed by themselves as well, and if you disturb the soil, you will not have very good germination. The same happens if you mulch over the seeds. Feel free to contact me after you have browsed the wintersowing FAQ. It is really trouble free and easy, but you have to start seeds at different times here in CA.

gardenerme - Thanks, I'll read the faq and send you an email. :) I want to learn more.

Check out the California website of Annie's annuals. You'll get lots of inspiration and tips there. Order her catalogue and dream on. I would love to live in her nearby area so I could visit her nursery but I live in Md.