I've been growing a coconut palm inside for almost 2 years - these are high maintenance trees!

It has southern exposure near a window, and I have over 400 watts of CFL lighting to supplement it.
It's doing quite well, now it's over 4 foot tall, a new frond just appeared last month!
Typically the temperature indoors never drops below 72F, but the humidity is hard to keep over 30%, so I had to get a humidifier.

I also have a couple of date palms that I grew from seed - one is a year old about 2 feet, the other just popped up out of the dirt. I also had two cycads, but they are the most indoor unfriendly tree/plant I've ever seen and have since died.

If you can manage to get the Dwarf Malay coconut, it's really superior in terms of indoor growing. I prefer this variety because it feathers out at a much younger/smaller stage than the regular species. I managed to over a couple of winters until it finally developed bug problems but would give the Dwarf another shot. You obviously need a good southern exposure and a warm winter home. I assume you have a coconut still in its husk (this is important). Just lay it have buried in VERY sandy soil and it keep it warm. Also, keep the soil somewhat moist but not sodden. Then put it out of sight and forget about it because it can take up to six months to germinate. The real trick is keeping it alive.

Palmlover, I hate to tell you this but you may have buried your cycads alive. Even if the cycad looses ALL its leaves, that does not mean it is dead. I agree that Cycas revoluta probably does not make the easist completely indoor species (try Dioon or Encephalartos instead if really interested in cycads for the home. I keep my C. revoluta outside in full sun from about mid-late March into December. I overwinter the C. revoluta in a cold but frost-free garage. I have a few of these guys, and they weigh a ton (guess they are a few decades old by now) so out comes the dolly.