I'm a "Pfaffer" although many other brands are now starting to have features I require. My must haves are a built in walking foot (Pfaff had the first one) and since I haven't test driven other brands that have them I can't speak for them. Auto needle threading is now a must but wasn't when I purchased :-( , auto up/down needle control is important to me, multi-directional feed (I have patched many jeans), etc. The list is really long. I keep a spreadsheet because I'm a little anal when I shop.
All I can say is research, look at warranty service (very important), does it come with classes to teach you how to use everything on your machine (with complex machines this can be really important). The classes that came with my machine taught me so much. There were things I never knew were possible that I could do with the included basic feet (I'd been sewing for 15 years at that time and it wasn't my first sewing machine purchase. Classes rock.) At the place where I purchased my machines I became an automatic member of the sewing club. We meet once a month and learn new techniques and patterns. It is a great little community.
I think your list of wants should be need driven. If you are only going to piece on the machine then straight stitches and quarter inch placement is important. If you plan on sewing other things that list is going to grow longer and longer. You might want to start with price range because that might be the deal breaker. I saw a beautiful machine set-up the other day that I'd love to have taken home. Unfortunately it cost as much as my car. I'm not ready to do that again...yet. Maybe after my hubby buys his next toy.