I'll guess that the bigbox stores use licensed electricians for wholehouse generator installs. In most cases, they really aren't WHOLE house since you and the electrician get to discuss what you actually wanted powered by the generator.

You can pick something that runs of gasoline, diesel, propane or natural gas. Depends on what where you are and the size of the generator.

As already stated, pick your fuel. Natural gas is the first choice since it is inexpensive and you don't need to store it. If you can not get nat gas and you have propane already, that might be a choice, but you may want a bigger tank. Gasoline and diesel are harder to store than either gas.

You don't seem to be in this category, but I'll put it down anyway. Natural gas can not be used in critical (life and limb danger) applications where power interruptions can not be tolerated. Natural gas service might be interrupted unless you compress and store it on site. Even then, you can't practically transport it in if there is prolonged outage.

Next you decide what size you want. You have two choices here with additional choices within one.

You can buy a genset with enough power to run the whole house. There are two disadvantages to that. First, it might be costly at the start. Second, running at a fraction of its full power most of the time, it will be inefficient consuming a lot of fuel.

You can buy a smaller generator that is reasonably-sized to run part of your loads. A transfer panel will power what you choose within the capacity. You don't get to power more stuff unless you run extension cords and unplug something else.

More recently, automatic load-shedding equipment has become more available for residential applications. They are more flexible than a simple automatic transfer switch. You can buy stuff that will choose between your loads. You plug in a number for the priority and the equipment chooses what it can run. For example, if the refrig and freezer can't run with the central air at the same time, the controls will wait until one of the former turns off before the central air comes on. If none of those things are running, your water heater might kick in. The sump pump in the basement might be the highest priority of all. In my mind, one drawback might be reliability. With sophistication often comes problems. I have no idea what the record of these systems really is. The other is expense. If fuel is not an issue, it might be less expensive to just install a big, dumb generator.

There are companies that specialize in genset installation. You'll need at least one person with trade creeds, an electrician. Depending on the fuel, a plumber will be needed as well. I'd think that a permit will be necessary.