Native, native, native.
You want a tree that already has the genetics to survive wherever you are.
Try and find a pecan tree within an hour of where you're wanting to plant. Get some pecans off that and seed them into one gallon nursery buckets and see what you come up with OR try to find some small trees that have germinated on their own around that tree. And when I say small, I mean less than 18". Any bigger, you'll likely won't get all the tap root out or damage it. 8 - 10" would be best.
In my yard, the squirrels plant nuts everywhere. If it just so happens to be in a good spot, I nurture it. If it's not, well the lawn mower takes care of it. I've got 4 new trees going right now, been working with them about 7 years, getting up 10 - 15 ft tall.
At my other house, I transplanted a native my Dad had in a bucket. Thing was maybe 5 - 6ft tall. That was 11 years ago. Closer to 20ft tall now. I really didn't take too good of care of it beyond trying to keep it watered the first year or two.
And the good thing about pecans is grafting. Native pecans suck, but you can graft some thing like choctaw or posednek to it and you'll have beautiful tree with a hearty root system and gloriously large nuts.