I used to live in zone 9 and now in zone 7 - yes you can grow lettuce now, but do check with how soon your weather warms up. In zone 9 it would be too late - the weather will warm up and your cool crops like broccoli will bolt. And once it's bolted it is some bitter stuff!
If you can get starts it may not be too late, but I would not try anything from seed right now. I usually started the seeds in October to put in ground by mid-November when things were cooler. I started my seeds here in zone 7 in September to put in the ground late October - but didn't until November, it was oddly warm here late this year.