I guess I defy the norm around here, but I usually do!
Real trees all the way. My uncle owns and operates a tree farm. Every spring we help with the planting chores( We plant two for every one we cut. One will be culled at about the three year mark and used for wreathes etc, leaving the nicer shaped tree to mature.) We go back to harvest in November, so our trees are the freshest precuts out there. Most tree lot stock is cut late Sept or early Oct to allow for shipping time.
We set it up usually the first or second week of Dec, and don't take it down till after the 6th (the day the wise guys finally made it to Bethlehem).