What is the best way to finish a new ceiling? Should the sheetrockers blow a texture to it or will I need to it myself. If so what is the best to use?

It all depends on what you want and what you contract for. Personally I wouldn't have a textured or "pop corn" ceiling. Don't like them, too hard to paint and impossible to repair. Dry wall finishers like them because light reflections make imperfections in the ceiling show up more than on walls. A good finisher can do it properly though.

Ask for a light orange peel texture. This way it's paintable.

Hi there are many textures you can put on a ceiling from orange peel a spray texture skip trowel a hand texture crows foot or stomp a brush texture you could spray a heavy orange peel let it dry a little and knock it down you could even sand it smooth and prime and paint and there is acoustic or pop corn a spray texture and very messy when sprayed and it is repairable if you know what you are doing