I don't know how easy, or difficult, it is to grow broccoli from seed.
If you saw Monty Don on Gardeners World last Friday, you'll have seen that his efforts to grow carrots have been dismal this year. For all his work, he got virtually nothing.
I would think that broccoli is more challenging than carrots. I don't know what would actually be involved in growing a decent crop of broccoli, to guarantee a substantial year-round supply. That's why I buy frozen.
My understanding is that frozen vegetables contain just the same vitamins as fresh, and more than fresh that has gone off. Purists might say that frozen doesn't taste as nice, though not being familiar with the taste of fresh broccoil, I'm none the worst for not knowing.