Although all temperate nut species can be grown in most parts of the continent, not all will thrive or produce nuts in each area. The goals of the homeowner, hobbyist, and professional nutgrower will vary signficantly.
Yard plantings are often space-limited or potential spots are predetermined. Although in one's lifetime it may not be as much of an issue, keeping a pecan or walnut tree a reasonable size will be more difficult than a most chestnut or hazelnuts (which are often shrubby.) If a site is pre-determined, and doesn't get as much sun, hazelnuts should be considered.
For all, the nut species must be suited to location. For example, pecans will grow and produce a nice shade tree with beautiful fall colors anywhere in the country, but may not have the growing season to produce nuts if planted in the north. English walnuts tend to leaf out earlier in the spring than other nuts, so locations with late spring frosts can be damaging. Chestnuts generally demand an acidic soil.
But these species-specific traits can often be worked around. Some pecans are native to southeast Iowa, naturally tolerating a shorter growing season. There are English walnuts that tend to leaf out later in the spring. In addition, planting on north or east facing slopes can delay the process. And to get chestnuts to grow, only part of the soil needs to be amended to make it more acidic. In addition, for any species, several nuts can be planted, and one tree selected, for whatever trait is desired (cold tolerance, compatibility with local soils, etc.)