I would decide what features I wanted, then go looking at the various machines in my price range with those features. Sit and try them and do it at your own pace. Don't let the salespeople sway you, but do consider what they say. Take a friend who knows your budget, wishes etc and let them keep the salesperson busy while you try the machine. They can also be the "downer" to put the brakes on a pushy salesperson if you encounter one.
I wanted needle up/down, drop feed dogs etc. which I got. I do wish I had held out for a larger throat area to do my own quilting a little easier.
Also, if you do a little research on line before you hit the shops, you'll know what is or isn't a good deal.
Of course, service and classes to show you what your machine can do have to be considered too.
Good luck and enjoy the search. Don't be afraid to bargain a little, it can't hurt and you have nothing to lose if you do it in a nice manner.