I buy basic range veg and veg that is in action - actually, I find it cheaper to have more piggies, as I can use up packs much better! Basic tomatoes, I ripen on the windowsill.
You could buy some wild bird seed, place that on top of a bit of compost in trays, moisten, cover with clingfilm until sprouting (keep moist, but not damp!) and then let it grow on outside over the winter - by Easter time you'll have some nice fresh green for the piggies, which you can cut and let grow back a few times until the grass is really growing! If you stagger the sowing by a week each, you can have a nice succession!
Same goes with cut-and- come lettuce, which you can grow indoors on a windowsill all year round. In summer, I have my fresh herb pots outside, but right now, I buy the occasional herb pot from the supermarket for my piggies - they keep much longer than cut herbs!
If you have access to a market, you can always ask for cut-off cabbage leaves and carrot greens - you will get those for free!