They're also kind of fussy about the sprouting conditions -- the do best with a wide swing in day/night soil temps and a period of either long or short days, but can't remember exactly.
I'd suggest transplants the first year.
If you buy them with multiple plants in a cell, which is common, you should separate and plant out individually. If they're crowded, they tend to make small plants with small stalk size.
The main thing for success is rich, evenly moist soil. Celery does really well in pots, too, in fact, I often think its better because you can use good potting mix and control the watering and fertilizing.
It's hardy to about 27/28 degrees with minimal damage, so takes a decent freeze.
There is also "cutting celery" which is more hardy -- its the wild ancestor of celery, without the thick stalks. Looks more like flat leaved parsley, but has a strong celery flavor. That one overwinters for me in Michigan, and goes to seed the next year, which is a good way to grow your own celery seed.
It's also a slow crop -- I buy plants in early May, plant out mid-late May after keeping them in my greenhouse a few weeks to put on some size, and they generally start looking like a grocery store celery around Labor Day. Before that, smaller and thin, but I still pull individual stalks for cooking.
I still have about 6 heads in my fridge in greenbags -- harvested them Thanksgiving weekend, which was actually extremely late, but we've had a really mild fall here, with hardly any deep freeezes. They should keep another 3-4 weeks.
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