ummmmm as far as my limited knowledge goes..... i have a mate who went to horticultural college and she says it is better to start with small pots but the reason she gave me didnt make much sense (to me). she said something about if the roots have too much space to grow into they get confused....!!!??? i think she is confused (hippychick, lol).
i wouldnt put my seeds straight into a 3 galloner for a couple of reasons: first when plants are young you have to be careful about how much water and how often. 2: its so much easier to manipulate little pots than great big uns but i guess this only matters if u ever have to move ur plants!
transplanting isnt hard though dude (not when the plant is small anyway).
check out the FAQ's and other threads for more info and maybe if ur lucky someone with more experience than me will tell ya the best ways of doing things and why also!
hope it all works out dude!