Everyone has their own reason for planting a tree. Some plant for the shade the tree provides, others for the aesthetic values it offers. And some people plant trees to encourage the wildlife that live in and around the tree.
If your primary reason is for shade, consider the orientation of your house. Deciduous trees (which lose their leaves in the winter) should be planted on the south or southwest side of the house. There, they will provide shade and cool your house during the summer, and then allow sunlight in to warm your house in the winter. If you site them properly, you could cut your year-round energy bills by 10% to 50%.
Evergreen trees, on the other hand, do well on the north or northwest side of your house. This will provide screening and help decrease the cold winter winds that whip through your property.
The size of your new tree at maturity will help you determine an appropriate site. For example, don't plant a young tree that will eventually be 30' tall under utility lines because someday your beautiful tree may be mutilated in order to keep its branches away from the lines.
Plant the right tree in the right place.