Although you technically can use a "jack-o-lantern" pumpkin, it won't taste nearly as good. Best to use a pie pumpkin, also called a Sugar Pie Pumpkin.
Preheat oven to 375° F.
Remove the stem by running a butter knife around the edges and then prying it off.
Cut the pumpkin in half, right through the hole left by the stem.
Scoop the seeds out with a spoon.
Line a baking sheet with aluminum foil. Place pumpkins on baking sheets, cover tightly with aluminum foil. Roast at 375° for 1 to 1 1/2 hours, or until a fork can easily slide into the skin.
Allow to cool and scoop the flesh out.
Add to a food processor and purée until smooth.
Store in an air-tight container in the refrigerator. Pumpkin purée also freezes well.