Here in Manatee County, (Florida USA) we are favoured with a climate that permits a large number of tropical fruits, but these are variably sensitive to cold. This has to be considered before you decide what to buy for your location. It makes sense to buy a tree that would encounter a killing freeze about once in five years only if you are prepared to defend it when that freeze happens. Extremely sensitive varieties should only be tried if you live on the beach, or if you want to grow them in a container that can be moved inside on cold nights. Many tropicals can be grown to beautiful, fruitful trees in containers. But, how do you protect trees planted outdoors from the cold?
First, reserve the warmest spots for the most sensitive plants. Wooded areas if you have them, or close to your house on the south side are usually the warmest places. There are really only two ways to protect a plant from freezing.
First, you can try to conserve the heat stored in the ground by covering the plant. This buys time, delaying the drop to damaging temperatures until, you hope, the sun comes up and temperatures rise. Cloth covers work best. Don’t use plastic.
The second method is active protection—adding heat to the environment. Place a heat source, such as a light bulb, under the cover. Oil lamps, kerosene burners, candles, etc. are fine if you are mindful of the fire hazard.
Probably the best active protection is to keep a spray of water on the plant until freezing temperatures are past. Most tropicals will stand 32 degrees F, but many are damaged when the temperature drops lower. Water freezing on the plant forms a protective shield, keeping the temperature at 32 degrees F as long as water is supplied. Water releases a large amount of heat in the process of becoming ice. There is risk that the tree may suffer damage from the weight of accumulated ice, but the water, being much warmer than the air, helps to limit the thickness of ice. City water, rather than well water, will eliminate the risk of a power failure.
Trees that have survived three or four winters get large enough to have better resistance to cold damage. If your tree does suffer damage, be patient about cutting it back. Sometimes vigorous new growth will start from branches you thought were dead, and sometimes a tree you thought was gone will start to grow back from the ground. In the latter case, if the tree was grafted, it will need to be grafted again.
http://www.mrfc.org/articles/freeze.html