You need a pond, a very big pond.
It is very rare that goldfish will breed in tank conditions, unless those tank conditions are similar to a pond. What they do is they attach their eggs to plant roots and stems that are in shallow waters (or to mop-heads and other vegatative substitutes), then the males wriggle by and fertilize the eggs. There is no parental instinct, and they are no nest builders, so the eggs are left to nature's devices. Usually this occures around early to mid spring when the water temps start to rise and trigger the mating urge. Goldfish do need to hibernate (aka go through a winter season) in order to be stimulated to mate when temps rise. It is difficult to achieve hibernation temperatures in a tank without the use of a chiller.
For fancy goldfish, mostly these are bred with human assistance in a process called stripping. The fish reach breeding conditions (which is achieved by manipulation of the tank environment with a chiller), and then they are removed from the tank and squeezed so that the eggs and sperm are depositited into a bowl. This is a highly delictate procedure because you do run the risk of squeezing all the reproductive organs right out of your fish if you are too harsh. The eggs are "hand ferilized" with a gentle mixing of the bowl conents, and the eggs hatched out in a tank. It is not recommended that amatures attempt this procedure because you can kill the fish.
Your best bet is to continue buying feeders from your LFS, especially if you get a good deal on them. Other than that, build yourself a goldfish pond.
~~Colesea
