What type of milkweed do you want to grow? The "common milkweed, Asclepias syriaca (
Common Milkweed (Asclepias syriaca) ) grows all over where I am (near Escanaba in the Mich. UP), but there are a number of other types, such as "butterfly weed," (
Butterfly Milkweed (Asclepias tuberosa) ) which is commonly sold in seed catalogs and garden centers.
If you plant common milkweed, be warned that it will really take advantage of cultivated soil -- which may or may not be a good thing, depending on your goals!