I harvested greens from my own yard. Of course - I live in the midwest where I have easy access to pine, fir, blue spruce and other christmas greens. If you don't, simply go and buy a mix of greenery available in bulk.
Be careful, however. I asked for a "mixed Christmas greens" at a local grocery store that had a flower shop. I was a little disgusted that the package only held a few common greens and only one piece of flat cedar! Be sure when you are buying "mixed Christmas greens" that you are getting what you paid for!
This blue spruce was snipped right from a lovely little tree off my porch deck.
Fresh cut green will last a long time if kept watered and away from heat sources. You can pull out wilted flowers and add in fresh ones while the greens keep on looking beautiful!
Christmas evergreens are usually pretty flexible and I like to bend them and curve them into a nice shape that curves over the lip of the vase.
Angle the greens in towards the center of the foam to give a natural curve to the outer perimeter of the vase design.
Don't pack too full - a little amount of Christmas greens goes a long way and you still have to leave room for different greens and some fresh flower stems.
Now that I have the blue spruce in place, I'm going to move on an evergreen shrub called yew.