How to identify and set up a great Christmas tree.
Step 1: Bring Home a Tree
Go out and find a tree. The best ones are those you cut yourself, as they'll be fresher, healthier, and will smell more strongly. This year I was lazy, so I picked mine up at Home Depot. It's not the same, and I'll do it right next year.
Pick a nice healthy tree. If it's pre-cut, make sure the needles are still tightly affixed. Check the height carefully, as it's easy to accidentally bring home an enormous tree if you're selecting in the wild. Measure your standing reach as a reference, or remember to bring a tape measure. My standing reach is 7.5', roughly the proper height tree for my ceilings. Cut your tree, or pick one from the lot and have the trunk re-cut.
Either way, they'll cover your tree in netting and probably help you put it on your car. Bring ratcheting tie-downs to make sure it stays there.