There are many different species of milkweed. Please, only plant the species that are native to where you live. If you are unsure what species are native to your area, contact a local plant society, for example the California Native Plant Society, the Oregon Native Plant Society, etc., and ask them. They would be more than happy to help and can tell you where to buy seeds.
edit: here is what I would consider a better guide from the Xerces Society, with links to regional seed suppliers.
edit: here is what I would consider a better guide from the Xerces Society, with links to regional seed suppliers.
http://xerces.org/milkweed/