When picking a fresh pumpkin for your recipes, chose a sugar pumpkin over the common pumpkin used for jack-o-lanterns. This pumpkin will be smaller and tends to have a more burnt orange color.
You want to look for one that is firm and has a smooth, dull, hard skin. Make sure there are no soft spots and get one with an intact stem – this will help it keep longer before you cut it.
If the pumpkin feels heavy for its size, then it will have more flesh, and therefore will make more pumpkin puree for your recipes.
Pumpkin season is October through December, but I’ve noticed that grocery stores stop selling them after Halloween. You’ll have to investigate your local grocery stores to see if they’ll have them out for longer. Or, take your business to your local pumpkin farm. You can find a listing of farms at the University of Illinois’ Pumpkins & More website.