USDA zone 9b or warmer. If you are looking for a versitile, exotic fruit with high protein content that will grow outdoors in many cooler climates, check out the pawpaw:
We just had a local pawpaw festival, I had no idea such a fruit existed - like a cross between a banana, mango, and papaya, but growing plentifully at 42 degrees north.
Apparently they have a short shelf-life - the fruit must be eaten or preserved within a couple days of being picked. But they are quite tasty.
Mountain papaya (Vasconcellea pubescens) will also grow in temperate to cold regions. I have seen them growing in areas that get heavy frosts (but the probably wouldn't cope with actual snow). Interestingly, yellow papayas are what I would call a pawpaw and I didn't know that there was a completely different fruit called a pawpaw.
Apparently they have a short shelf-life - the fruit must be eaten or preserved within a couple days of being picked. But they are quite tasty.