Jim, I've had to do a few like that. Here's what I suggest:
First, select the fixture. Most are sized to fit on 2" pipe, but some are made for 2 1/2".
Next, dig your hole, and your trench. Set the stuff in to see how it lines up. Use a 90 degree sweep, to see where you need to cut into the pole for the wires to enter.
I know, code soed not require this- but, if you ever want to re-pace the wires, you'll be thankful for that sweep!
Even if you are running UF, there should be pipe run well away from the pole. If you're using UF, make the pipe large enough to actually be able to pull the stuff through!
Having set it all in place, I very strongly reccoment pouring concrete around the bottom. Remember, someone will be setting a ladder against that pole.
I set poles by placing a coupling on the top. The coupling has been drilled to accept guy ropes, to hold it in place while the concrete sets. You need this support for at least two hours.
CAMPMOR sells rope / guy lines that are reflective. A nice touch, as folks tend to trip over them at night. I don't care how inaccessible the site... some fool will trip over the guy line. Otherwise, make a fence with EMT and warning tape.
If you need a box - and I reccomend one- place a 10" diameter plastic handhole at the point where the sweep ends. Other arrangements - such as bell boxes set in the concrete- are not very practical.
To seal the connections, I dip my wire nuts in Skotch-Kote.