Fresh herbs are better for most kinds of cooking, but scarily expensive in those little plastic tubs at the grocery store. Luckily, growing them yourself doesn't require a warm climate or a multitude of gardening tools. The re-nest living blog offers a guided tutorial to setting up a one-pot, multi-herb garden for a windowsill. The most important factors:
Water and sun - Put the pot on its drainage tray. Place anywhere it can get full sun. You'll need as much weak winter sun as you can get. Don't overwater; pour in a cup of water wherever and whenever leaves look droopy ... For cooking, cut leaves and stems off the tops first - not the sides.
In addition to re-nest's herb selections, I'll recommend rosemary and mint—neither one has died under my occasionally negligent watch, although the mint did tend to over-run its neighbours. Photo by navets.