Cold frames are normally built directly on top of the ground, and might be a better fit for a smaller space than, say, a full-on greenhouse. Build a cold frame, plant seeds, watch them sprout, and by the time the weather agrees, you can just remove the window.
One more in-depth look at cold frames can be found at Mother Earth News: how they benefit the garden and how to go about constructing one. The author even reports that she and her husband build a raised bed, topped with an old shower door, and had a winter harvest because of it!
Do you have a cold frame success story?
(Images: Flickr member Lenny Montana, licensed under Creative Commons; Flickr member Marc_Smith, licensed under Creative Commons; Ashley English, Design*Sponge; Elayne Sears, Mother Earth News; Amber Byfield, Re-Nest.)