What level do you guys do freestyles at? I really want to start doing one but I don't know how to go about doing it.

I'm pretty sure free style starts at 2nd level. I'd check the USDF site for the rules. Good luck!

There are Training Level and First Level Freestyles, even Intro Level ones. You can go to either the USDF website or the United States Pony Club website and order copies of score sheets from their bookstores in order to know what the required movements are. Also, look up any other articles/rulebooks on them in order to pick up any other information. I know some rules, but I'm not sure if they're limited to Pony Club.

I think pony club has freestyles for training and intro, but I am pretty sure first level is when they start for the USDF shows.I am in the process of putting together a first level freestyle right now.
USDF has rules about what you can, and can not do for each level. Also they have about time the movments can go and which movments you have to have in it. Also you have tyo get a certain score,I think perhaps 60%? or higher at the highest test of whichever level you are doing a freestyle for before you can perform one in a show.