I'm no expert (at all!), but I have successfully propegated pecan trees from nuts. Here's the method I learned from my gardening Grandfather:

1. Gather your pecans, still in their shells. You want heavy, filled nuts. Inspect for worms, cracks or damage. Discard or compost bad nuts. Keep cool (ideally around 40-45 degrees F) until about a week before planting.
2. Drop pecans in 5 gallon bucket (or any large container) filled with water. Leave for about a week. Viable seed pecans will float; all others will sink.
3. Plant viable seed pecans on their sides about 3-4 inches deep. Growth is slow; expect a height of 6-12 inches in the first year.

That's what I was taught and it's worked for me with the three pecans I have. Good luck!

Two follow up thoughts:

Are the pecans you want to grow native or paper shell? Native pecans (smaller nuts) are generally used for root stock because they are heartier and easier to start. Then they're usually grafted with paper shells to get larger, meatier nuts.

ALSO: I misspoke earlier when I wrote that viable pecans, when soaked, will float. Sorry! GOOD seed pecans will SINK and bad nuts will float. **Plant only those that sink and stay at the bottom of the bucket.** I'm sorry for stating the other previously!

Again, best of luck! :)

From Seed they can take up to 20 years before fruiting.

Just want to add my agreement to a few points.

I have loads of native pecan trees on my small farm/ranch and I think Freemanhouse has it about right. I've never tried that exact method, but it sort of mimics the conditions I have here naturally, and I pull loads of seedlings every summer from the flowerbeds (Ugh) and see them pop up in the pastures all the time.

The nuts drop in the fall, just in time for a pecan pie for Thanksgiving. Most winter days are warmer than 40-45 and the ground stays warmer still, but I don't see where keeping them that cool would hurt them. And the most likely places I see new seedlings is where it's moist, so I'd think soaking them for a good while before planting would be a good idea, or at the very least keeping them well watered until they germinate would be smart.

Judging from where I see seedlings, they love organic matter as well. I have many of them popping up in old piles of leaves that have half-rotted, and they seem to thrive when I transplant them into pots with half compost and half potting soil.

I also agree on planting the nuts on their side. Some of the seedlings I pull up still have the nut attached and the sprouts come from the point. So planting them on their side makes sense.

I don't know for sure how old a tree must be before fruiting, but I'd say 20 years for them to get into full swing is probably right as well. I've seen some trees on a neighbor's place that were well taken care of (watering, feeding, pruning) and were maybe half that age when they produced nuts, but since the trees weren't that big there weren't that many.

I do know from my own experience that keeping them well watered and limbed up (pruning the lower branches off) helps them take off and grow taller MUCH faster. I have a few eight year old ones at the edges of my yard that I've taken care of that way and they're about fifteen feet tall with a good sized canopy, compared the ones about that age in the pasture that are around ten feet tall and not nearly as full.