Well to start with, anything annual like basil, chamomile, dill, fennel, parsley (actually a biennial, but usually grown as an annual) it doesn't matter what zone you are in, because you are only going to grow it through the season. So those are good places to start. Basil is very easy to grow from seed, but the time to start is now (mine is already sprouted--indoors, of course). The others are a little more challenging from seed and slower.
Are you interested in culinary herbs, tea/medicinal herbs, or ? Is your garden full sun? There are some herbs (lemon balm and mints are great examples) that will do well in part sun areas, but most of them are full sun lovers.
Perennial herbs that are hardy in zone 5 include bee balm, lemon balm, thyme, mint, some lavenders, sage, anise hyssop.
Oregano is cold hardy for me in zone 6b, but I think maybe not for you. But some of the tender perennials like oregano and rosemary can be grown in pots and brought in for the winter.
Along with the basil, oregano, mint, and thyme are very easy from seed. The rest I would start with plants unless you have a lot of seed starting experience.
That's just a quick starting place, I'm sure others can add more, especially if you tell us more about what you are looking for and what your growing conditions are.