After doing some reading and calling the USDA I would not recommend growing just any store bought coconut. Importation of coconuts for growing is prohibited (in the U.S.) from all countries except Jamaica and Puerto Rico. This is to protect against disease being introduced.
I think people should start growing different varieties so we can see how well each one does in marginal areas. The guy at
Florida Coconuts :: www.florida-coconuts.com :: Blog (video titled Florida Coconuts) said his green type did not fair as well as his yellow. The frost he got killed his greens but not the yellow.