First, to the techniques. Unless you want to go through all sorts of contortions to protect the seed, like covering it with straw and burlap, anchored against the wind, I'd avoid direct seeding. Grasses, in most cases, need to be surface sown, which leaves them vulnerable to predation by birds, and erosion from rain. In my opinion, you'll get much more mileage from your seed if you grow plugs in some sort of cell-packs or containers. I use paper plant bands, which I buy, but you can easily make newspots out of newspaper. Use cells that are at least 3" deep, and fill them with good quality soil-less potting mix. Moisten the mix thoroughly, and sow each cell with several seeds, pressed lightly into the surface. The bigger the container, the more seeds you want to use. The idea is to grow clumps of grass. You can start many of these grasses now, in your zone, using winter sowing techniques.

What grasses? This will be trickier. Few of the big popular ornamental grasses like Pampas Grass, Miscanthus and Fountain Grass, will be hardy in your zone. You'll have to research native prairie-type grasses. Here are a few that will survive your climate, and can be grown from seed:

Sporobolus heterolepis - Prairie Dropseed
Sorghastrum nutans - Indian Grass
Schizachyrium scoparium - Little Bluestem, Prairie Beard Grass
Helictotrichon sempervirens - Blue Oat Grass
Panicum virgatum - Switch Grass
Carex grayi - Gray's Sedge
Carex muskingumensis - Palm Sedge
Deschampsia cespitosa - Tufted Hairgrass

There are others. Keep in mind that in most cases, you can only reliably grow the species of these plants from seed. Named cultivars, identified by their variegation and other unique characteristics, may set viable seed, but will not likely grow true to the parent.

First year size varies greatly from genus to genus. I grew an annual grass last year, Setaria faberi.. Giant Foxtail, that hit over 5' in one growing season. Obviously, it may not hit those heights in your shorter growing season, but it's a great performer that creates lots of seeds. Here's a pic of it at the end of July, with a 4-foot rule leaning against it:

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It's invasive in my zone, but probably less so in yours.

Other varieties of ornamental grass will only reach 6" to a foot in height in their first year, but the old saying about OG's is that in the first year they sleep, in the second year they creep and in the third year they leap. Be patient.

Annuals are another option for your zone. Many grasses will reach nice heights, beautiful blooms and maintain strong winter interest, while being only annual. Use these to fill in while your perennial grasses establish themselves.

One last suggestion. Try some Helianthus maximilliani from seed. This is a lance-leaved perennial sunflower that is a stunning tall performer, with tremendous quantities of yellow flowers. It's hardy to zone 3, and will probably reach 7' or taller in it's first year, blooming in the fall. I grew it for the first time last year, and it hit 9'+ from seed, in the first year.

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Nothing bothered this plant. No insect damage to the foliage, as is the case with so many sunflowers, and it survived the driest summer we've had in years. It's expands itself with rhizome runners, and I've already pulled up and potted 4 volunteers this spring. I'll grow this guy forever, now that I've discovered it. It's an amazing bird magnet as well. I had to fight the Goldfinches to save some seed. I have 28 new clumps already germinated, to establish a few new stands of it.

I completely agree with Donn, growing grasses in plugs or small pots is better than direct seeding. Once you plant the plugs, it's easier to keep the area weed free while the plugs gain in size.

You didn't say, but I'm assuming this is a sunny site. You also didn't mention if you wanted a taller grass or a low growing one. If low growing, and if you don't care that the grass may reseed then I would also suggest Blue Fescue (Festuca glauca). This one is tough as nails, and if you let the self sown seedlings grow, then you can just pull up and toss the older plants in 3-4 years instead of lift and divide. These are a snap to grow from seed, put on a lot of growth in the first year and are full size and blooming in the second year.

For taller grasses, Panicum virgatum is hardy for me, although blooms too late to really enjoy the blooms much. Calamagrostis brachytricha has also proven hardy for me. I grew it from seed and in the second year they were full, well-developed plants reaching about 4'. These, too, don't bloom until late August although the blooms are beautiful and hold up thru winter.

Deschampsia is proving to be a favourite of mine and is a great suggestion.

If you're set on growing from seed then the following won't apply, but I cannot recommend Calamagrostis acutiflora Karl Foerster enough. It is an amazing grass for cold zone gardeners. It has tall growth by June followed by blooms and reaches about 5'. The blooms go thru many stages and colours and hold up well thru winter snows. You can't grow it from seed though, but it's widely available at the nurseries come spring, one gallon plants usually about $5, well worth it, I think.

Another plant that I grow but I know a lot of gardeners hate is Ribbon Grass (Phalaris arundinacea). This is a rampant spreader, but if your area is surrounded by mown grass or bordered in some way then the plant may work. It is also very hardy, blooms out at about 4' and doesn't seed out (I've never found a seedling). I don't find it difficult to keep the runners in check, they pull up very easy in my soil. I have it in a number of places, one area is bordered by mown grass so the runners just get mown down - no problem. In another area I have the pink/green variegated (this is really beautiful in the early spring - emerging shoots are really, really pink before they take on the variegation). It's a clump in the middle of an area that gets a lot of foot traffic around it and although the clump has gained in size, it is not spreading out of control. Most gardeners would advise against this plant but I've not had any great trouble with it at all. You can't grow it from seed (that I'm aware of) but I'm sure any gardener would be more than willing to give you some if they have it, or if you purchase a 1 gallon container of it, you'd be able to split it up into several plants.

I found dried heads of Orchard Grass (Dactylis glomerata) last year in a ditch and I really like the look of them. I think the plant, though, really had little in the way of foliage and that which was there wasn't very appealing. The problem with any type of pasture, or forage grass is that they are really meant for animal foraging, they don't grow into huge clumps and aren't strong stemmed plants. They're generally grown for the green to feed cattle/horses, and not for the bloom or ornamental value. In any case, some do have nice blooms, like Orchard Grass, or another is Phleum pratense, aka Timothy grass. I'm sure both will self sow readily but I'm also fairly certain they're short lived, relying on reseeding instead of longevity. But if you're looking for more of a natural or meadow look instead of clumps of grasses spaced at intervals, then the Orchard Grass, perhaps mixed with another (like the Timothy grass which blooms out later and has more foliage) would be a good pick.

Hope this helps.