I would choose a H. paniculata because they grow much taller than H. macrophyllas and make for better "tree" forms: Limelight, Phantom, Pinky Winky

Thanks. I'll go with Limelight. Do i need to bring it inside in the winter the first year if I am to train it to a tree? I'm very new at this.

Your sign in information doesn't indicate what kind of zone you are growing in but No, you don't want to bring it inside. Hygrandeas don't respond well to being indoors

Although the hydrangea 'tree' can be pruned any time except summer, the ideal time to prune is in early spring so planting and getting it established may be all you want to do with it right now.

Look through the shrub until you find the dominant or strongest stem, tie it to a stake and pinch one inch from the tip. The removal of the tip of the stem will encourage it to produce additional branches. Leave three or four shoots evenly spaced at the upper one-fourth of the tree, removing everything below them. Repeat the process each spring before the hydrangea produces new growth.
Here is an older thread on the subject of training to a tree (or standard, as the tree shape is called) where gardengal describes the process very well...

Here is a link that might be useful: Training hydrangea paniculata