I've only grown indoors, but I can give you my personal opinion on my experiences.
Now that I've grown indoors I will probably always grow indoors. If you grow indoors then you can control your environment so it fits your plants needs to a T. Not to mention you don't have to worry about bugs, pests, intruders, and all that stuff. It should also be quicker because you can initiate flowering whenever you want to (usually after a month of veg is good enough), but if you toss a seed in the ground in April, don't expect to see buds until the fall because it's the light cycle that initiates flowering.
And to answer your first question, usually just tossing the seeds into the ground is good enough to get them growing (they're "weeds" after-all). Actually they're flowers, but regardless...
There are lots of benefits to each, but my preferred method is and always will be indoor.