I don't recommend leaving your cross stitched projects sandwiched between glass. This compresses/flattens the stitches which can make them look odd.
Taking the piece to a reputable framing shop is probably the best idea unless you make a lot of projects and want to learn how to do it yourself or if the project is relatively small. A good shop should know how to properly block the cloth to keep it square but check with them to be certain they have experience with this.
The steps for framing yourself are generally laid out in an article here and a similar one here. The basic process is:
- Prepare the piece
- Wash the piece to remove oils - be careful of running colors, particularly if you didn't prewash the thread.
- Iron to remove wrinkles - from the back, on soft cloth to prevent flattening stitches.
- Mount the piece.
- Block it onto an acid-free foam core board using straight pins, keeping some tension as you go around to keep the piece flat - use the lines of the fabric to help keep things straight.
- Fold the edges around the back of the foam and secure with pins or stitching.
At this point, they simply recommend putting it in a frame either with or without glass... but I strongly encourage you to go a couple of steps further.
I highly recommend glass as it will prevent incidental dust and oils from getting on the piece. You just spent hours making it - protect it! The glass (if you get UV glass), can prevent the piece from fading, which is very important as the dyes used may not all fade at the same rates. Reds are well known to fade more quickly than other colors.
I also recommend adding at least one matting layer to put some space between the work and the glass, again, to prevent the stitches from being flattened.