This depends on what type of trees you plan on planting. Some trees don't transplant well, especially the ones that have deep tap
roots. Sometimes those tap roots can grow very quickly, so most pots are out. You can get deep pots and then just cut down the sides of the pots before planting.
Potted trees won't always be a problem, unless you let them stay in the pot till they become root bound. A 1-gallon tree will generally grow faster and taller than a 15-gallon tree, even though it starts out smaller.
Some trees won't grow true to seed, so you may not like what you end up with, though you could always graft the variety you prefer onto that seedling. Many trees in the nurseries are grafted. That way you can have a rootstock that addresses your soil conditions.
Here's a hint for growing from seed or cuttings: Create a miniature
greenhouse for the plant. Get a 1/2 gallon or gallon clear plastic juice bottle (like
apple juice). Cut off the bottom and place the bottle over the plant, embedded in the soil. This keeps the moisture up and allows you to add supplemental
water or nutrients by removing the screw-on cap. It also reduces the likelihood of critters eating your your plants.