beet greens are also quite nice.
I planted two boxes outside the back door for winter: rocket, and land (American) cress, which is a great little plant: hardy enough to produce through the winter here, perennial (according to my sources, anyway - maybe it just self-seeds freely, which is effectively the same thing) and happy in part shade. I have some planted under trees as edible ground cover, but the these boxes are to be treated as annuals for winter crops.