Generally speaking, you should not have to do any pruning at
planting time on a tree that was purchased from a reputable
nursery. They should have done all the structural pruning to
help form a nice looking canopy while the tree was growing
in the nursery. All you should ever have to do is cut off
any branch or twig that was damaged during the shipping and
transplanting
process.
Sometimes you will hear that
you have to balance the mass of the canopy of the tree with
the volume of roots after transplanting. Well, this only
applies if your are digging the plant yourself and moving it
to a new location or getting one from the woods (which is
generally not recommended).
Any time you transplant something, you inevitably lose root
mass. For every branch on the tree, there are corresponding
roots that provide it with precious water and nutrients. If
you lose enough roots, something up top will have to go too.
Unfortunately, it is not always easy to figure out what to
cut off to compensate for the smaller root mass.
Anyway, stick with quality nursery stock from reputable
businesses and you should not have to worry about this type
of pruning.