Budget is the first step. How much are you willing to spend? Then look at the machines/frames within your budget. You might try some hands on time with ones that are out of your budget to see what the difference is,
The cheapest setups would be a 9" domestic machine like a Juki TL98 on a Grace Frame. A step up from that would be a Bailey Home Quilter (a stretched domestic machine in a 13 or 15" throat) on a number of different home frames from Grace, Superquilter, Hinterberg, B-Line, Handiquilter, home-made, or others. A step up from that would be a Hinterberg Voyager, Homesteader (the original version), WowQuilter, or a stretched Juki TL98/Brother PC1500/etc.
The next step up is where we really start shelling out some money--The Nolting FunQuilter, KenQuilt, Pennywinkle Pro, Hinterberg Indigo, Tin Lizzie/Viking 18 x 8, and more with the option of a more advanced frame.
There are several more levels above these and more options that can me added on until you get up to the Gammills, APQS, A-1 and Nolting Pro's with robotics and auto fabric advance.
An idea to get a machine out of your budget is to go partners with a close friend or relative. Most of us with home systems really spend as much if not more time piecing than quilting so the frame sits unused.
Keep an eye on Ebay & Craigslist for systems. I got a super deal on ebay but you have to know as much if not more than the person you're buying from. Knowledge is power!