You need the right apple variety, and you need a light, flaky crust. Red rome apples make a nice pie that is totally unlike anything you can buy ready-made. You DO want people to realize you made it from scratch, right? If you are going to make apple pies a lot, consider investing in an automatic apple peeler. Yes, you have to peel your apples or you will not be pleased with the result.
Go to www.allrecipes.com for some recipe ideas. I personally like to add raisins to my pie and sometimes put cinnamon-sugar or white icing glaze on top.
Key to a flaky crust is chilling the shortening before, during, and after mixing. If the recipe says to use ice water, then do so. Using a pastry blender (a special hand tool available in the kitchen gadget section of most big stores) really is necessary. Oil pastry is just nasty. The more separate, tiny little bits of butter you have surrounded by flour, the more flakiness your crust will have. Cardboard-like crust may be edible, but why would you want to eat it? Beautiful apples deserve a lovely, flaky crust! Good Luck!
Here are the ingredients for my apple pie (my family absolutely LOVES it). *6 medium-size tart cooking apples *3/4-1 cup sugar *2 tsp lemon juice *1/2 tsp cinnamon *1/4 tsp nutmeg *1/4 tsp sea salt *2 Tbsp butter **I trust you know what to do with the above ingredients. *Oven heated to 425F. *Bake 15-20 minutes with foil on rack underneath to catch drips. *Reduce heat to 350F., and bake 25-30 minutes longer until top crust is lightly browned. *Cool 5-10 minutes, atleast, before serving. *Enjoy!
Great answers so far, and Heather is very right: the right variety of apple is important. I don't know what varieties you have over where you are but what I can tell you is that the best ones to make pies are generally the red ones that are smaller and that have a slight tartness/bitterness when you try to eat them raw. They also tend to have firmer flesh, which makes them ideal for cooking.
It's nice to have sweet apples but they tend to have softer flesh and they become mushy when you cook them, which can taste alright but doesn't make for a great textural experience.