[Tex/LaTex] How to use fontspec with palatino package

Question

I am trying to typeset a book in Palatino with a custom font, Rockwell, used for headings. I can easily set the book in Palatino by using the palatino package, if I use the fontspec package to import my Rockwell files, all the body text reverts to default. I tried importing a TTF version of Palatino using fontspec but the result was uglier than the version that comes with the Palatino package.

Basically:

\documentclass[10pt]{book}
\usepackage[paperheight=9in,paperwidth=6in]{geometry}
\usepackage{palatino}
\usepackage{fontspec}

\newfontfamily\headingfont[]{Rockwell}
\setmainfont{Palatino}

\begin{document}
This text should be in Palatino.
\end{document}

Answer 1

I use the scrbook class to change the heading font easily:

\documentclass{scrbook}
\usepackage[paperheight=9in,paperwidth=6in]{geometry}
\usepackage{fontspec}
\setmainfont{TeX Gyre Pagella}%% The Palatino from the TeX Gyre Project
\newfontfamily\headingfont{RockwellStd}%% I have only the RockwellStd.otf
\addtokomafont{sectioning}{\headingfont}
\begin{document}
    \chapter{foo}
    \section{bar}
    This text should be in Palatino.
\end{document}