I only just discovered that saffron comes from the stigmas of fall-blooming crocus, and that it isn't too hard to grow. Here in Park Slope, I was able to find bags of 15 bulbs for about $7, which is the going rate of a tiny vial of dried saffron at the supermarket.
I purchased two bags and finally got them in the ground this weekend in a homemade 2' x 1' cedar planter. (More updates on my cedar planters and cold-season garden to follow!) They might sprout late, and I may have to give them some protection if the weather gets too cold too fast, but I'm really looking forward to a fun harvest in a few weeks!
Even if only half of them bloom this year, I'll probably break even on my investment by next fall, considering how expensive saffron is.
My favorite resources about growing saffron are here at GrowingTaste.com and VegetableGardener.com. Plant the bulbs now if you haven't already (I think they're technically corms, not bulbs), don't cut the greenery back until spring, and keep them dry between March and August.