They should be supple and springy to the touch. Bounce the butt of the tree on the ground to see if any needles drop. If more than a few needles drop, the tree is not fresh. The sap on the tree stump should be sticky and moist, not hard or caked. Also choose a tree with an attractive color and a full, bushy appearance.
Most people prefer a conical, symmetrical shape to their tree.
The branches should be sturdy enough to hold ornaments and other decorations such as small gifts. If you are driving any distance with the tree attached to your automobile top carrier or sticking out of the trunk, plan to protect the tree with a cover of some sort. The fast-moving air through the branches during the trip home can dry out a tree. As soon as you get the tree home, remove about to one inch from the base of the trunk with a saw. This fresh cut will allow the tree to take up water.