Welcome! I'd start small with needles, sabal minor and maybe windmill. Smaller, harder palms will be easier to manage and winter protect. Pindos are pretty tricky, even protected in zone 7. I know people in VB and NC who have trouble with them. I'd steer clear of them for a while.

Welcome to the fourm!
Needle palms are probably the best palm to start out with. Dont listen to false claims of them surviving to -20F because if thats the case its only in specimens that are very old and in a great microclimate. Needle palms will be damaged below about 10F when young but can handle near 0F temps with little to no damage when older. Eventually it can take an occasional dip below 0F so with protection (and a nice microclimate) it should be a great palm!

Pindos are really good cold hardy palms, but they might be a little too much trouble to keep in a zone 5b. I dont give mine too much protection (just Christmas lights, a frost cloth, and a garbage bin when temperatures dip below 25F) and I dont get damage. Last winter I kept my sickly looking pindo palm in the shade completely unprotected because I wanted it to die so I could replace it with a tree fern. I have 2 pindos in the ground so I figured that I would let the more virgorous of the 2 growing well. But surprisingly enough last winter was so mild that even without the protection the unprotected pindo survived! We got down to 12F in my yard, 13F at local stations (and daytime temperatures were really mild so the duration below freezing was brief this winter). I'd say pindos in the ground are hardy down to about 15F but eventually more like 12F as they age. There is a large protected one here that is over 12 feet tall so once you perfect growing the more cold hardy palms pindos might be a nice challenge to try!

Sabal minors are easy. Mine used to get damage even with protection, but now it has no problems and last year it even made some seeds. Some Minors are hardier than others. Apparently northern populations of the species (ones grown in places like VA, NC, SC) are more cold hardy than the ones grown in places like coastal GA or Florida so try to get one from a place that exposes them to cold.

Trachys are easy palms to protect. Mine survived 7F 2 winters ago with just a small ring of discoloration on the newest frond that spring (common light winter damage for palms). This winter it was unprotected and had no problems. My protected trachys look much nicer than my unprotected one though and they are easy to protect anyways! Trachy fronds fold up when temperatures get below 20F so they might look dead or dying, but when warm weather returns the fronds open up more. I'd say they are safe down to 10F, but dont get a really small seedling because seedlings are very prone to spear pull (they recover usually but its really discouraging).

Good luck! Palms are great plants for giving the tropical effect in any climate! Hope you learn a lot and I'm looking forward to seeing some pics and updates!
-Alex

Hey thanks guys. I've talked to Mike from Montreal and definitely going to be putting some in the ground. I may even keep my banana's in the ground this year. I have 3 sago palms I picked up from the local nursery pretty cheap I'm also going to use. Not knowing exactly what variety they are as they weren't marked, they will probably be coming in for sure each fall.