This is the best time of year to find pie (or sugar) pumpkins if you plan on cooking your own pumpkin for your recipes. (Find directions here to see how to do this.) You can usually find them for $.99 or less.
If you end up buying more than you need or would like to have some fresh pumpkin down the road, you can freeze your cooked, mashed pumpkin. Cool the pumpkin and then pack it into rigid containers making sure to leave a little space (about 1/2 to 1 inch) near the top to allow for expansion. It will actually keep up to a year.
When you're ready to use the pumpkin, all you need to do is unthaw it in the fridge and then add it to your baking recipe (for pumpkin pie, pumpkin cake, pumpkin bread, etc).) If you are planning to serve it as a vegetable, thaw it in top of a double boiler. Season it as you would normally and then eat it!