Winter time is the best time to purchase and, in some places, plant trees. Due to the short days and cold temperatures, trees are in their dormancy; their respiration rate and nutritional needs are at a minimum. Nurseries can therefore offer "bare root" trees, bushes and vines--these are one to two year-old plants with their roots packed in newspaper, sawdust or burlap. If you live in a warm climate, planting is easiest a day or two after it has rained, when the soil has been loosened by the moisture, but is no longer wet. In a cooler climate, you may have to wait for the snow to melt a bit, and the ground to thaw, but do make every effort to plant the tree before spring gets into full swing. Store a dormant tree out of direct sunlight and don't let the roots dry out entirely.
Learn about your climate. It's important to know how cold your winters are, and how long the growing season is. Great information about this can be found at the USDA Plant Hardiness Zone website, the Sunset Magazine zone map website, and weather websites like AccuWeather and Intellicast.
Select an appropriate plant. Trees need a certain number of absolute hours of cold temperatures every winter before they will bud. This is known as their "vernalization" time. Pick a tree with too-short vernalization hours, and a temporary warming trend could trigger premature budding. Pick a tree that needs more cold hours than your season can provide, and it won't ever bud, or make few buds. If you shop local nurseries, the trees available should be well-suited to your climate conditions, but do make a point to ask. Be extra vigilant about this if you're shopping online.
Site the best location to plant the tree. A location that has at least six hours of sunlight is best for most trees. Roots will ideally spread out as wide and deep as the branches, so make sure they'll have enough room below ground. Make sure that roots near the surface won't eventually upset pavement or other structures. Of course, the tree will grow up and out, too; select a site that allows for its full-grown structure.
Dig the hole. The depth should be at least twice as much height as the roots, and twice as wide, too. The looser the soil, the easier it will be for the roots to expand. While you're digging, soak the unwrapped roots in a bucket of water to loosen the roots. To plant, hold the plant in place, with the base of the trunk even with ground level, and replace the soil around and under it. Be sure to amend the soil with rich compost. When enough soil is in place, tamp it lightly around the roots.
Support the trunk. Until the roots spread out, the tree is vulnerable to wind and gravity pulling it over. Drive a stake alongside the trunk and tie it lightly to the tree with the rope.