Here is what I have been told/do:

best to clear the area of grass/weeds
dig a hole big enough for all of the roots to fit (and a bit more)
make sure all roots are in hole and in a downward orientation
refill hole and firmly pack soil (if you want to be fancy, you can mix in peat moss or other organic substance)
water well at planting (do not leave seedlings to soak in bucket of water)
fertilizer pellets help the seedlings get going (do not put fert in direct contact with the roots - they'll burn), pop a hole about a foot away and drop pellets in


as for tree shelters:
I have never used them but they can help greatly, however it can be quite costly if planting a bunch of trees. I usually don't have much invested (I get left overs) so I never use them. what grows grows, what doesn', oh well. I usually don't spend a lot of time and cut corners and have had decent results (again, not much investment if they die)
I tried to keep track of what I palnt but there got to be so many it is hard. if you want to keep good track use marking flags.