I've tried to grow cilantro from seed, and also I've purchased cilantro already grown and kept it on my windowsill. In the case of the cilantro I've grown from seed, it grows the first set of leaves and then promptly dies. In the case of the store-bought cilantro, I think my best track record was keeping the cilantro alive for 3 days before it keeled over. (For what it's worth, I have a very good track record with other plants!!)
I've heard that cilantro is pretty tough and doesn't mind the occasional under- or over-water. I've tried watering every day. I've tried watering only when it's very dry (if it lives long enough to dry out). I've kept it in full sun, part shade, and full shade. Nothing has worked! What am I doing wrong?