Do you use potting soil or soil less seed starting mix?  

When i start my seeds indoors i use the little peet discs that come in the covered trays. I have had great sucess with them. They are very easy to use, and you can save the trays and just buy the disc refills the next year.

I am a bit lazy about my gardening although I do like to keep it looking nice. Last month I planted a lot of seedlings and I just used peat moss. It is very cheap to buy a large bag of this rather than a bag of potting compost. I put the peat moss in small containers and then put two or three seedlings in each container. I have just checked on the seedlings and there is a few little leaves showing now. As soon as they are about four inches high, I will transfer them into the garden. Best of luck with your seedlings.

I have had great luck with the Jiffy Peat pellets. However, if your plants get too big, they can get root bound.
Have you made sure to have only one plant in each pellet? I usually plant about three seeds in a pellet, and when they are about a week old I thin them to one or two, depending on the plant.
I have yet to add fertilizer to a peat pellet. I've had more issue with the plants outgrowing the pellets than them using up the nutrients. Peat is very nutritious for young plants.
How much light are your plants getting? Once they use up what was in the seed, they need sunlight. This could be the real problem. On days when it reaches 50 degrees F, I've been taking mine out at around noon to get more sun then bring them back in at around 5:00 PM. They've been very responsive.

I use a 50/50 mix of sand and potting soil, I live in Florida so sand is way easy to fnd just walk out the front door. If you buy sand try to get a finer grade not playground grade it works better in my opinion