I've experimented with various cold weather greens and had the most success with arugula. Reliable and versatile, it tastes good too!
My seed choice is "Garden Rocket Italian Wild Arugula" from Nichols Garden Nursery. In the Spring, I stagger planting in three stages, while in the Fall I plant all the seeds in the spent, bare herb bed.
The difference is that in Spring I'm trying to keep the greens cool (so they don't bolt, ie flower and become inedible) and the best spot, which happens to be by the kitchen door (bonus!), requires pots. I stagger as another way to deal with possible bolting, but also so I have a steady supply.
In the Fall, the herb bed is cooling anyway and gets more light, which is needed then. And I don't worry about the supply so much because the greens grow more slowly. Any leftovers that somehow survive winter are either munched early the next Spring (with a slightly woody flavor) or tilled into the soil.
The first foto above is the pot that was planted March 3. It needs thinning soon. Harvest in maybe another 3 weeks? Depends on the weather. No problem, there's still some in the herb bed from last Fall. Yum.
