I think the most important thing is light, light, and more light. Most herbs grow best in full sun, which is hard to duplicate indoors. The sunniest window you have available is almost certainly a must.

The problem with sunny windows is that the leaves get burnt from the sun going thru' the glass. You might be able to do it with properly positioned plant-gro lights.

I have a room in my garage that hold 4 400W MH/HPS grow lights. In that room I grow my winter herbs, tomatoes, greens and other things. I also over-winter my rosemary off to the side. They are doing great, but it takes a lot of light. Also, remember things like Basil love the heat while Cilantro not so much. You have to balance light and heat, which can be hard in a small room.

Windows don't work, they can get too cold and not enough light. If you must use CFL, do so in a bathroom or bedroom, away from windows. Try and keep them warm.

If you look on craiglist in your area, you can usually find a used grow light (MH or HPS) cheap (under $100). Many times youngsters buy the expensive ones to grow marijuana and it doesn't work out, so they sell the lights. A nice by-product of grow lights is a lot of heat. My 10x10 unheated garage space stays 85 degrees by sealing in the heat from my three lights.