I hadn't seen the warm to the touch/cold to the touch theory before, but I can definitely say that there are times when a person will feel a strong affinity for a particular stone. Trust me, int can even happen over the internet from looking at a photograph.

If you're looking for a particular kind of stone, listen to the individual ones (if you're shopping in person) to get a handle on which one(s) are a good match for you. But also be open to other connections with stones that might occur at the same time. You'll be able to tell the ones that are "volunteering" for the job.