How much are you willing to spend upfront - is this a casual experiment or are you going all-in? Because here's the thing: those earlier answers aren't wrong about needing lights, but they're being a bit pessimistic about window-only growing. I've kept lettuce alive on a north-facing windowsill through winter before, and it works fine if you pick the right stuff - mesclun mixes, spinach, and Asian greens like mizuna actually tolerate lower light better than butter lettuce or romaine. They just grow slower and stay smaller, which honestly is perfect for continuous harvesting anyway.
That said, if you want decent-sized heads and faster turnover, even cheap LED shop lights mounted above a small shelf will transform your results. The combo that works best for most people: use your sunny window as your base, supplement with a light on a timer for maybe 12-14 hours a day, and you're golden. Varieties-wise, stick with the leafy, cut-as-you-go types rather than heading varieties - they're way more forgiving indoors and keep producing through winter without needing perfect conditions.