Pretty Jack-o-lantern pumpkins do not make good pie--they are too stringy and watery. Buy a pie pumpkin, or do what I do--use butternut squash.
Commercial canned pumpkin is made from a kind of big squash that most people wouldn't recognize as a pumpkin.
From About.com: You can also use winter squash
as a substitute for cooking pumpkins. These tend to be the related species, Cucurbita maxima, (pumpkins are C. pepo), which has a harder shell and stores longer. Butternut squash, in particular, shows up in a lot of old recipes as an alternative. Most commercial canned pumpkin is actually some type of C. maxima squash, like ‘Dickinson Field’.