If overhead power lines are not insulated, why can birds sit on them and squirrels run along them without being harmed?

The bird or squirrel is not grounded. It has not created a path of lesser resistance for electricity to follow. If the bird simultaneously touched two wires, the difference in resistance between the two wires would create a path through the bird and it would be electrocuted.

I have seen trees that have grown into power lines but I don't get shocked when I touch the tree. Why?

The "conductivity" of a tree depends primarily on the amount of moisture in the wood. A wet tree, during the time of year when there is a lot of sap in the tree, certain atmospheric conditions, or any number of other conditions can cause the tree to become a conductor. Don't assume that none of those conditions exist. Stay away from trees growing into power lines.

If I'm in a car that is in contact with a power line, why don't I get shocked?

In that situation you are just like the bird on the power line as long as you are in the car. Stay put and DO NOT try to get out. In the case of a fire or some other emergency that makes it unsafe to stay in the car, be careful to jump clear of the car, using both feet and hop away. Never be in contact with the car and the ground at the same time or you will be "grounded."

If someone was being shocked you could get him or her free by using a stick, right?

Wrong. The stick may be dirty or wet, or contain pitch, a resin from the sap of certain trees. This would make the stick a good conductor. Don't think that you can do something fast enough to avoid being shocked yourself. Electricity travels at the speed of light. It's impossible for you to be faster.