Preheat oven to 350 degrees F (180 C/Gas Mark 4)In a mixing bowl beat butter or margarine with an electric mixer on medium to high speed for 30 seconds. Add the sugar and baking soda and beat until combined. Beat in the eggs, sour cream and vanilla. Beat in as much of the flour as you can with the mixer. Stir in any remaining flour as you can with the mixer. Stir in any remaining flour with a wooden spoon. Stir in coconut and nuts.
Drop roudned teaspoons of dough onto ungreased baking sheets, spacing them 2 inches apart. Bake for 10-12 minutes, or until golden brown. Transfer to wire racks to cool.