The most fun we ever had with Christmas trees was cutting our own in the two Christmases we spent in New Mexico after we were married. (I grew up in New Mexico but my parents just bought a tree off the lot.) The state designates areas that the forests need to be thinned a bit on the theory nobody will take the enormous trees but choose the living room appropriate ones. It was great fun making that trip to the mountain and trekking through the snow to find just the right tree, cutting it down, dragging it back to tie it on top of the car.
The artificial ones don't provide the same smell but they're a whole lot easier