If you are interested in growing lilies from seed, and obtaining it cheaply, this is the place to go. Their wonderful members collect and prepare seeds for a dollar a pack. I have had great success growing longiflorum/formosanum seeds that I started in January and then bloomed the same September. Some of the seeds are hybridized by the members themselves, so you can get something totally unique.
For those of you who are new to this as I once was, seeds that are immediate epigeal will make it clear to you when they have germinated, and are much more likely to bloom the first year.
Here is a picture of a longiflorum/formosanum I grew from their seeds. I bring the pots in at first frost and keep them lightly watered over the winter. You can also put your bulbs in a refrigerator (away from apples and the like!) I also have some lilium candidum - aka madonna lilies - that I started in January 2009 that are in the process of blooming. Madonna lilies are fiercely expensive, but I got a whole packet of seeds for $1.00.