Let's look at some of the nut trees that are popular in the USA. If you have experience with ant of these, or one not listed, please add your comment below.
This was once a dominant tree species in its range, but it has been decimated by the chestnut blight. New options of American species that are resistant are sold, as well as hybrids with a Chinese chestnut tree. These trees can grow to 70 feet tall, and withstand down to -20 degrees F.
These are wonderful trees, but the nuts are encased in double layers of protection. Once you get to the nut flesh, then you will begin to think the effort was worth the effort. Actually, the English walnuts are thin shelled, and quite nice. I have had some where you could hold two in your hand and crack them together. The trees will grow 40-60 feet tall. Some may self pollinate, but plant at least two trees for good pollination. These trees are hardy in zones 4-8.
Hazel (Filbert) nut
These trees will grow in a bush-like habit, to 18' tall. They require at least two trees for pollination. The nuts are small and sweet meat. It is reported that may get nuts from two year old trees.
This native tree of America grows well from zones 4-8.
The tree grows slowly and once producing the tree can offer nut harvest for 100+ years. It produces a nickel sized nut that can be split with a knife in half and then halved again to easily remove the flesh from the shell. See the pictorial instructions on how to open Shagbark Hickory nuts.
We find the nuts are smaller than other nuts we use, but the flesh has a good taste, very similar to a pecan. They seem hardy and a large tree will produce a lot of nuts!
From what I gather, pecans may be relatives to hickory trees. One reference went as far as to call them pecan hickory trees. Pecans generally are considered warm loving trees. They are long lived and these trees grow to be very large trees. (Plan on this before you plant one!)
Pecan trees need both a specific range of warmth, and a specific range of chill. So you basically need to get your pecans from a nursery where you know is compatible to your climate. You would hate to wait 15 to 20 years to find that the pecan you planted years ago will not produce in your area! For those in the far north, I have a link in the resources below to a nursery that claims to be getting full nuts from a pecan tree in Michigan.