Premium arabica coffee grows best at high altitudes (around 5,000 feet) in tropical regions in volcanic soil... ideal conditions don't really exist so much in the contiguous U.S., so the coffee eventually produced would probably be somewhat low-grade.
That said, plenty of folks have had coffee plants, and I've been thinking of getting one myself. Won't be able to grow the best coffee in the world, but will be able to gain a first-hand understanding and appreciation for coffee growing and processing, et cetera, eh? Have been wondering on whether one could buy volcanic soil for it, as that's one variable that could be controlled.