Although 'Stone Cold' was filmed first (2005), you might like to watch 'Night Passage' (2006) first as it is the prequel and shows Jesse's arrival in Paradise. It also makes more sense plot-wise that way around.
This is the fourth book in Robert B. Parker's Jesse Stone series, which exists in the same universe as Spenser: For Hire (1985), whose pilot episode was an adaptation of the fourth book in that series.
Paradise, Massachusetts is supposedly a caricature of Marblehead, Massachusetts.
5 years after this movie was made, Selleck would play NYC police commissioner Frank Reagan in the series Blue Bloods where one of his taglines is "I'm the police commissioner, I know everything.", a line introduced here. Chief Stone also confers with D.A. Reagan in this movie, the office held by his fictional daughter in Blue Bloods.
In the beginning before the credits the Latitude and Longitude are given which are actually in the Massachusetts Bay off Boston and south of Marblehead. Additionally a zip code is given that is for Scituate. Not Scituate, Massachusetts, however, but Scituate, Rhode Island. Some 90 miles or so Southwest.