Like the pp said, it really depends on the veggie. Some veggies really should be direct seeded in order to get the best results (i.e. root veggies like carrots). I planted patches of spinach, radishes and peas in my raised beds a week and a half ago. This weekend I will plant more radishes and spinach, and in two weeks more radishes and spinach. I don't need to plant more peas because they will keep producing until they die off from the heat. Later plantings of peas, unless they were a different variety, would likely die at the same time as the first. But the spinach and radishes all mature quickly and then go to seed, so in order to extend the time that I can eat them I have to plant them in succession. Lettuce is another veggie that is good to plant in succession.
Other vegetables, like broccoli, can be planted in succession in order to get multiple harvests. Often different varieties are planted at different times because of the weather changes that occur as you go from spring to summer to fall. Some varieties do better in cooler weather and some in hotter. Seed packages often say whether a vegetable is good for spring/fall (cool weather) or summer. They will also tell you if the veggie is an early producer or a late producer (days until maturity, late bolt). This is good information to know because you can also extend harvest by planting both early and late varieties at the same time and they will be harvest able at different times. And, just to make things more confusing, in some places (like where I used to live in CA) you can grow just about anything, at any time of the year.
Planning a garden can even make an experienced gardener crazy, so I recommend getting a planting guide for your area. Often these are given away by local agricultural extension offices and/or master gardening programs. If you can't find one for your area, get a good vegetable gardening book out of the library and use their plan as a guide. I personally like the garden plans in John Jeavons' "How to Grow More Vegetables..." I've also heard good things about the Square Foot Gardening Books.
Good Luck!
