Way too cold for palm trees in Knoxville [1]? I think not. I have had a Windmill Palm in my yard for the past 3 1/2 years. It is planted in the ground and has never been brought indoors.
My palm is now around 3 feet tall and doing well. It does get a blanket during the coldest weather and during long bouts of cold weather. It suffered more during the winter of 2005/2006 than this past year. They get tougher as they get older.

I ordered my Windmill palm from
The Nursery at Ty Ty [2], GA. In 2005 at one of the UT Gardens plant sales, a local gentleman offered palm trees for sale. I purchase two (Windmill and Pindo (Jelly). The Pindo did not survive, primarily due to my lack of attention. There is a
Southeastern Palm Society [3] with a local contact in Chattanooga, TN.
We who love the tropics need not be penalized. Rumor is there are palm trees growing in Rhode Island!