  Andreev reflection spectroscopy has been performed on the heavy-fermion
superconductor (HFS) CeCoIn$_5$ single crystals along three different
crystallographic orientations, (001), (110), and (100), using Au tips as
counter-electrodes. Dynamic conductance spectra are reproducible over wide
temperature ranges and consistent with each other, ensuring the spectroscopic
nature. Features common to all directions are: i) asymmetric behaviors of the
background conductance, which we attribute to the emerging coherent
heavy-fermion liquid; ii) energy scales (~1 meV) for conductance enhancement
due to Andreev reflection; iii) magnitudes of enhanced zero-bias conductance
(10 - 13 %). These values are an order of magnitude smaller than the predicted
value by the Blonder-Tinkham-Klapwijk (BTK) theory, but comparable to those for
other HFSs. Using the d-wave BTK model, we obtain an energy gap of ~ 460 ueV.
However, it is found that extended BTK models considering the mismatch in Fermi
surface parameters do not account for our data completely, which we attribute
to the shift of spectral weight to low energy as well as to the suppressed
Andreev reflection. A qualitative comparison of the conductance spectra with
calculated curves shows a consistency with d$_{x^2-y^2}$-symmetry, providing
the first spectroscopic evidence for the order parameter symmetry and resolving
the controversy over the location of the line nodes.
