Hi Jeff - if you are a member of iPHA, there is a place in Passipedia where they generate climate data automatically for you. It's not perfect, and the data will be in metric, but it's a great starting point. The link is below:
If you do wish to buy a climate data set for PHPP, you can contact PHI directly and they'll do it for you. We did it for a project in Michigan, and it was about 380 Euro.