Making pumpkin pies with canned puree is perfectly fine, but what a treat for the family to actually bake your own puree together. The kids get a kick out of seeing the real source of that canned pumpkin. Don't forget to save the seeds for roasting as well!
If you're not sure about what sort of pumpkin to use, as your produce manager. There are Jack O'Lantern pumpkins and then there are "sugar pumpkins" or "baking pumpkins." You'll be happy with the results if you choose the right pumpkin. Have fun!