I wouldn't bother with the winter method for subtropicals, since these would likely rot out during the winter. These are:

1. Salvia Lady in Red
2. Salvia Coral Nymph
5. Salvia Subrotunda

The Eurasian species

3. Salvia Regeliana
4. Salvia Verticullata

are much more likely to succeed, since these species come from areas where there are winters. In my experience, these two species don't need stratification to break dormancy, so I see no real advantage to winter sowing. I am assuming you are in USDA Zone 5. The conditions in your zone are critical in determining the appropriateness of this method.

Yup, I am in zone 5a, about 40-50 miles northwest of Chicago City. What would be your recommendation on how I should start them?

I'd make sure you have an area where th air temperatures are at least 65 degrees and bottom heat of around 80 degrees for the seed germination media. One year, I tried germinating sages with temperatures ten degrees cooler, and had little luck that year.

We had a really long, cold winter last year, and I waited til late March when it was warmer, and got really good germination. If you have to guess, the warmer option is always better.

I use bright light with the seed uncovered, and misting the top crust of the media on a daily basis to keep it from drying out works, with bottom watering as needed on a longer term basis (more like once, maybe twice a week). I like using milled sphagnum moss for the top layer, since this has mild anti-fungal properties.

If you get a big build-up of algae before the seed germinates, this is a sign of either too much moisture or not enough heat, or both.

Thanks so much Rich for all the tips that you've shared to me. :)

I'll keep you posted.

Neil, the Lady in red and coral nymph were very easy for me to
germinate. I had them in my sunroom in a bright spot. If you
are thinking about getting lights, get the 6400k or 6500k (daylight).
I didn't know they are not good for wintersowing. Rich is the expert.
Sometimes I do things right by accident.

Salvia coccinea self-sows along the southern Atlantic coast, Florida, and the Gulf states. In Greensboro, NC, its seed will come up and volunteer, but usually late in the season, around midsummer. You will get a lot more bloom by starting them up earlier, then setting them out as established small plants.

I think winter sowing is an outgrowth of stratification, used by rock gardeners to break dormancy in alpines, such as Penstemons. That's not necessary with most Salvias. Some sages need smoke or heat to break dormancy.