Choosing a pumpkin is easy! First..
See this page: Finding pumpkins for weddings
Store it carefully, especially if you pick it from the vine yourself. Cure a fresh-picked pumpkin by keeping it in a dry place. Don't handle or disturb it. Curing toughens the rind, making it less prone to rot. Pumpkins will keep for months in a cool (50 F to 65F dry, low humidity environment; such as a cool, dry basement.
Tip: If you like roasted or baked pumpkin seeds, you can save the seeds from any pumpkin!
Then you need a small, sweet type of pumpkin that has been developed for eating. They are smaller, typically about 8" to 10" diameter. The meat is much less stringy and smoother than a decorative pumpkin variety. Pumpkin is rich in vitamin A and potassium. One-half cup of cooked pumpkin provides more than the recommended daily allowance of vitamin A. One cup of cooked pumpkin contains only 81 calories. It's low in fat and sodium! Usually you can get these at the grocery store, and some of the pumpkin patches and farm stands have them. Be sure to tell them that you intend to use it for a pumpkin pie. Again, look for firm, no soft spots, or signs of any rot. See this page for easy, illustrated directions to make a pumpkin pie from a fresh pumpkin!