One of the many perks of living in Colorado is that there are a ton of places where you can cut down your own Christmas tree.
The closest location to the Springs this year is the Pikes Peak Ranger District and permits are available 11/27-12/16. It will cost you $20 per tree, there's a limit of 5 trees per person and you must bring your own hand saw. (no chainsaws allowed)
Click here for other locations and more details.