My favorite herbs are basil, chives, cilantro, dill, oregano, parsley, sage and thyme. Most of these are perennial, meaning a healthy plant will grow back each spring. Basil and dill can be grown easily from seed. As for the cilantro, we have a sandy patch of soil in the garden and grow cilantro in that same spot each year. Cilantro doesn't seem to like our hot humid summers, so after it flowers and turns to seed, which is coriander, we just let it reseed itself and then we have a new crop when the weather cools a little.
You can find herb seeds or herb plant starts at most garden centers, but if you're looking for something special, The Cook's Garden has a nice selection of herbs to choose from. You can order online or request a free catalog here.
photos from The Cook's Garden website.