Can I just sow them in a bigger pot, then ultimately transplant them outside? What are the pros and the cons?
Depends on the plant and the size of the seeds. With smaller seeds started off inside, it's best to broadcast them across a shallow tray with seed compost in it, because all you're doing is getting them to germinate and, once they've got 2 sets of leaves, pricking them out into small pots in ordinary potting compost individually, letting them develop good roots, then either potting up again or planting outside. If you broadcast seeds across a deep container, you can't get so many in because the top of the pot is narrow compared to a tray, and you really don't need that depth of seed/cutting compost. Without pricking them out into separate containers, you'd also end up with a clump of several plants all competing with each other in the same space, and the bigger they grow, the harder it would be to separate them. The seed starting compost also doesn't contain the nutrients that an ordinary potting compost does.
If they're large seeds, (runner beans, for instance, though these can be planted straight outside a bit later on), you'd need a deeper container because each one can be planted individually and will put out a pretty long root as it starts to grow.