Before you go look for a tree, you should decide where it's going to go in your home and clear the space for it. Not only will this make it much easier to deal with the tree when you get it home, it will help you avoid choosing a tree that's too big for your space (measure before you go!).
Keep it Cool...
One of the big dangers with a real tree - dangerous for both fire safety and aesthetic reasons - is the very real possibility that it will dry out. You should be looking for a spot that is a good distance from any heat source including the fireplace, hot air vents, radiators or space heaters, or electronics such as a television.
And Out of the Way
Also check that the tree will be far enough out of foot traffic that it won't be accidentally knocked over by people trying to squeeze past. You should be using a large and stable base, but since the potential for tipping is always present (especially if you have adventurous cats, excitable dogs, or curious kids), also try to pick a spot that isn't too close to fragile decor or furniture.
