I don't encourage getting a live tree with roots still attached and trying to re-plant it. Getting a tree to survive a transplant is hard enough, but the cold outdoors-warm house-cold outdoors shock is more than most evergreens can handle.
Some related links:
- Arlington Christmas tree recycling info
- National list of organic Christmas tree farms
- Grist's Ask Umbra on the real vs. fake question
Note: Always call ahead to live Christmas tree farms, you never know when they'll take a year off from selling trees to let the young ones grow.