If you live in a county or near a park where pine trees grow (which is most counties of the United States), you easily can gather seeds and start your own trees from scratch without spending any money. Growing the variety that is already in the area will ensure that growth of that specific pine variety is possible. It's moderately easy to get pine tree seeds to sprout. After that, all you need is time before you will have a pine tree that is just as big as a tree sold in nurseries.
Harvest the seeds from the pine cones. Look between the wooden bracts in the cones to find the seeds with their thin wings growing deep in the cone. Shake it hard to get the seeds to fall out.
Mimic the weather in your area. For instance, if you harvest the seeds with winter still two months away, place the seeds in a dry storage for two months. This time of dry and warm weather allows the seed to go through its phases of dormancy. If the season goes right into cold snowy weather, skip this step. Dry storage is as simple as placing seeds in an envelope in a kitchen drawer.
Stratify the seeds by placing them in the middle of a wad of damp peat moss, and place the wad in a sealed plastic bag. Put it in the back of the refrigerator's vegetable drawer to wait out the winter. This is the stage the seed goes through outside but without the danger of being eaten by squirrels or birds.
Remove the seeds from the refrigerator about a month before buds on the trees outside start to swell. Plant each seed about half an inch deep in a small plant pot, filled with six inches of the same soil as found under the parent tree. Cover it over with the soil and tamp it down slightly.
Water the seed until water drains from the bottom of the pot. Keep the soil moist until you see a sprout emerging from the top of the soil, which takes about two weeks. Place the pot in a sunny spot between 50 and 60 degrees Farenheit.
Transplant seedling outside when the temperature no longer drops below freezing. A typical pine tree needs a space of 10 to 15 feet all the way around the tree and full sun.