I am often astounded at how few people know how to make pumpkin pie filling from scratch. In my opinion, it makes all the difference in the world when you're looking to make a truly spectacular pie for Thanksgiving or any autumnal dinner. Remember: A pumpkin is a squash, and the meat can be prepared in the same way any other large squash can.
When shopping for your pumpkin, the standard "Veggie Rule" applies: Smaller specimens tend to pack a lot more flavor, and the heavier pumpkin will be denser. Little pie pumpkins are available in the fall, should weight about a pound and a half to two pounds a piece, and are the ones that you'll need for this recipe. You can use the big ones, but they just don't pack the same punch.
Also, just as a tip, keep some exam gloves handy for easy clean-up after de-seeding your pumpkins.