Pies with especially wet fillings like quiches and custard pies as well as pies to be filled with pre-cooked fillings (such as chocolate cream pie) require the pie shell to be baked prior to filling. You'll often see this referred to as "blind baking".
The process is pretty straightforward and simple and only requires some advanced planning and extra time worked into your baking process.
GENERAL PIE DOUGH TIPS
If your dough has been refrigerated, let it sit at room temperature for 15-30 minutes to make it more workable. Frozen dough should be thawed in the refrigerator over night then at room temperature for 15-30 minutes.
If you start rolling your dough and it cracks, let it rest longer to warm up a bit. If your dough seems too soft, pop it back in the fridge for a few minutes.
TO BLIND BAKE A PIE SHELL
Roll your pie dough out into a circle about 1/8" thick on a well floured surface. Fit into your pie plate.
Using kitchen shears or a sharp paring knife, trim the edge of the pie dough to be about 1" to 1.5" bigger than the outer rim of your pie plate. Tuck the overhanging pie dough under so that there is a double layer of dough at the edge.
Crimp the edge all the way around using the thumb and forefinger on your left hand and thumb on your right hand (or vice versa if you're a lefty).
Using a fork, "dock" or pierce the pie shell all over the bottom and sides. The holes created allow steam to escape and will help prevent the pie dough from puffing up as it bakes.
Refrigerate your crimped and docked pie shell for at least an hour. Don't be tempted to skip this step - it is crucial to the pie shell maintaining its shape and lovely crimped edge when baked.
Line your pie shell with parchment paper and fill to the top with dried beans, rice or ceramic pie weights. (Beans or rice can be used over and over again as pie weights. Let cool after use then store in a jar for the next time you bake a pie.)
Bake pie shell in a 350F oven for 20-25 minutes.* Carefully remove the parchment paper and the weights. Return the pie shell to the oven and bake for an additional 10-15 minutes or until slightly golden brown. Remove from the oven and let cool completely before filling.
*Or bake according to your specific recipe.