Hi Stephen. I've been growing chillies for around 10 years now and used to start sowing my seeds around March-time. The problem with that was that, with the low cloud base enjoyed (?!) here in the shadow of the Campsies, strong sunshine isn't always guaranteed. The short growing season (Mar-Sep) doesn't allow the hotter chillies such as Scotch Bonnets, Habaneros etc. to thrive long enough to provide a decent crop.
I've found, in recent years, that sowing indoors in mid-January gives the seedlings a better run at it and, with the growing season extending (for me anyway) into November over the past couple of years, allows for 3 or more good crops from the same plant. I start my seedlings off in a seed tray filled with John Innes seed compost and covered with a clear propagator cover. They are kept the windowsill of a warm, east-facing room and remain there, after potting up, throughout the season.
I can only speak for my own experience, of course, and sunnier parts of Scotland will undoubtedly fare better.