Northern Europe:

There is an issue with effort vs cost in the store. The easy stuff is usually really cheap in the store (eg potato). The expensive stuff (eg paprika) usually requires a greenhouse to survive. I've tried growing it indoors in the window but they don't thrive there.

One exception I can think of is strawberries. Reasonably easy, space per plant is low, somewhat expensive in the store.

If you have a tiny yard you can try red/blackcurrants and raspberries.