All your sentences are grammatically correct and use the structure "too + adjective + for + noun/pronoun + to verb". Here's a breakdown of each sentence:

1. This exercise is too difficult for me to do. - The exercise is so challenging that I cannot complete it.
2. The house was not cheap enough for him to buy. - The price of the house was too high for him to afford it.
3. The piano is too heavy for her to carry. - The piano is so weighty that she cannot move it by herself.
4. Coffee is not cold enough for us to drink. - The coffee is still warm, and we prefer it colder before drinking.
5. My sister is not old enough to drive a car. - Legally, your sister's age doesn't allow her to obtain a driver's license.