For growing from seed, Larch is a very good species. Fairly easy germination, fast growth (To get a 3cm trunk you need only 5 years, if treated properly) and they are very tolerant to drought, heat, cold etc.
Oak spp. also germinate well, buyt need a bit more time to grow into larger specimens.
Crap-apples grow and germinate quite well, and would be a nice option. 1 year old seedlings can already be 1cm thick, 50cm tall.
I have seen several posts by people stating: Do not go the growing-from-seed way. Personally, I disagree. For me, a combination of getting pre-grown stock, nursery materials, 'randomly found' and seed-grown works best. The seedlings are long-term, nursery material & randomly found gives you something to work on right away, but may have serious challenges in the root/taper areas. Pre-grown stock is expensive but may be styled into a realistic bonsai over a few years.
If time is not your main concern (And no, I do not believe 25 years are required to get to realistic bonsai from seed) growing from seed may be well-worth it.
Naturally, the question is: Do you grow bonsai to own masterpieces or do you grow bonsai for the fun, and challenges, of creating something yourself. If you want to own masterpieces, the quickest would be to get a job, save 5K euro, and buy one. The slowest would probably be to buy a 50ct seed package..