Milkweed or more properly Asclepia comes in several varities. The wild milkweed that we see along the roads and has pale pink flowers is A. Syrica and not one that you would plant in your yard.
A. Tuberosa also grows wild, has bright orange flowers but is somewhat more refined. Many nurseries carry small plants for sale. They are said to have a taproot and large plants don't transplant well, so many gardeners start them from seed. There are now many different cultivated varieties of Tuberosa in yellow, oranges and red.
Another good one for in your yard is A. Incarnata or commonly called swamp milkweed. Two varieties of this one are 'Ice ballet' (white) and 'Soulmate' (pink).
A. Incarnata comes up earlier in the spring and blooms much earlier than Tuberosa. The seed pods on my Soulmate are fully developed, while A. Tuberosa is still in flower.
I have found plants of Tuberosa, Ice Ballet and Soulmate at Lowes in the past, although I don't remember seeing any of them this year. I will have seeds of Tuberosa and Soulmate for any one that wants them. Since they readily reseed themselves, I would think that slightly anchoring seeds where you want them in the fall would be the way to do it for plants in the spring.