They're cheap, sweet, and easy to make.
You can go very expensive at a few dollars for a 4once bag "For Sprouting", or you can do it like I do and just use whole wheat for making flour, Walmart delivers it in 5 gallon buckets for about $24.
First, find a good plastic container. It should be rectangular and come with a tight lid. The dollar tree sells plenty of them. A regular silverware spoon full of seeds is all I use per container. It looks tiny, but the seeds triple in size after the soaking, and they explode with the sprouting shortly after that. The dry seeds should cover no more than a tenth the area (IF that!).
I sprout, soak, and pretty much all the time keep the lid on this thing, tight. And always keep them in a warm, dark place (not HOT, just 55-70 degrees). Most places tell you to use something fancy and talk about making sure it can breath and crap, but you don't need to do any of that crap. As long as you soak it every day and the container is a few inches tall, they get plenty of air. Those things made especially for spouting tend to grow mold. Just be sure to WASH (not rinse, but WASH) the container after each use and you shouldn't get any molds. Mold generally has a 'cheese' smell before you can see it, and will look like fine spider webs around a clump, this is different than the web-like roots that are everywhere. When in doubt, throw it all out!
Soak the dry seeds overnight. That morning, check and see that the vast majority have a little white dot at one end that they didn't have the night before. That's when you know they've soaked long enough. If only a few have it, then change the water and let them soak longer, but never more than two days.
BEFORE you drain the water, wash your hands with soap and water and look for broken pieces. The broken parts will be bright white and should be easy to find. Slosh it around some, then look for more. Out of a tablespoon of seeds, I generally find about a dozen broken pieces. This is normal, even in those labeled "For Sprouting". You end up throwing away what might seem like a lot, but since the sprouts five days away weigh ten times what those seeds weigh today, throwing way a few broken pieces now is meaningless. But these broken pieces are where most of the mold infections originate, so get out as many as you can. But don't spend all day with it, just a minute or so before each draining is enough. Also look for any pieces that have swollen abnormally big (they've cracked down the middle and need to go) and any pieces that have a dot on both ends (or a second white dot anywhere on them).
Drain it as best you can (I use the lid to hold back the seeds as I drain it over the sink). They don't have to be patted dry or anything, so don't worry. Take the back of a spoon and spread them out as evenly as you can. You just want to eliminate 'clumps'. Leave about an inch free on one side. Put the lid on tight and put it on a flat surface (like a counter) but in a dark place (or under a towel or aluminum foil). Now, wedge something under one end, a spoon, clothespin, sock, pretty much anything that is about a half inch. This will let what water you didn't drain out over the sink drain into that inch that you left free of seeds.
You're done for the day. Forget about it.
The next day, leave them soaking in water for 10-30 minutes, give a quick glance for bad seeds, drain, spoon, lid, done.
In a few days, the roots will start to weave together into a matt. When this happens, instead of draining after the soak, gently shake each 'clump' with your fingers in the water. This lets the runts fall out of the clump. Then move the clump to the lid. Repeat this until you have just runts left in the water. Discard the runts, they'll ruin the flavor and a few of them that haven't sprouted at all will contaminate the rest. I know it seems wasteful, but do it anyway. Put the good spouts back into the container and drain as normal.
When the average stalk (pre-soak, the roots have fine 'hairs' on them) is between 3/4 and an inch long, its ready to eat. If you like them refrigerated, soak them one last time before putting them away. You can let them grow longer, but when the stalk tips start to show any color, it starts having a 'grassy' taste. They only keep fresh in the refrigerator for a day or two before they start losing flavor.
I keep the lids on because it reduces the chances of airborne and insect contamination, but mold still happens on occasion.
Mold often is accompanied by a cheesy smell, so get used to the smell of your sprouts.
The mold often resembles the normal root structures, so it can be difficult to identify (I wanted to include mold in my pictures, but it's been such a long time since I've been infected : ( But mold is most easily identified by the way it's structured. The 'hairs' on roots always follow a precise symmetry, mold looks more spider-web-like and often has a slightly different color. WHEN IN DOUBT, THROW IT OUT.
Washing your hands before touching them will help greatly, as will washing the container out after each sprouting (every 5 days or so), picking out the defects, and tossing the runts.