I'm in Utah as well, but up in Cache Valley. It's colder up here than where you are. I started all of my seeds outside. Parsley grows like a weed and was the first to revive after winter. You'll probably have to pull a bunch out to keep it from overtaking the rest of your herbs. The sage did really well and the chives are coming back up too. Garlic also does pretty well in the cooler weather, I already have a garlic head starting to develop. Oregano and basil also grew really well. The lemon grass did amazingly well. I also planted thyme and marjoram. I tried cilantro but planted it where it was too hot. I'm going to try a different spot this year because it all died.
I just planted seeds as soon as the weather allowed. If the seeds didn't grow I just bought starts, they were pretty cheap and they all did well last year. I'll have to let you know later how the rest do the second year.