1) Carriers. This includes customer service, monthly prices, call quality, and internet signal strength. At&t suffers from a reputation of dropping calls. As far as coverage Verizon is better than At&t, Sprint which are better than T-mobile. As far as plan prices T-mobile, Sprint are cheaper than At&t and Verizon.
2) Physical keyboard vs virtual keyboard. Some people like the comfort and speed of typing on a physical keyboard. Some people like the sleek design of a virtual keyboard phone that doesn't carry the bulk of a physical keyboard.
3) Size of phone and size of screen. The screen should be no smaller than 3.2". Phones go as big as 4.3". Many people consider 4.3" too big (i.e. HTC Evo, Motorola Droid X). The comfortable size seems to be around 3.5" (all Iphones) and 4.0" (Nexus S, Galaxy S, Experia x10). I myself like the 3.7" to 4.0" range. Go to a phone store and feel them out, maybe you'll like 4.3". What's worth more to you screen size or portability?
3) Operating system of phone . You have 5 main choices: Apple, Google, RIM (Blackberry), Microsoft, and Palm. Tied in with the operating system are the applications and "other category".
3A) Applications. No question that Apple has the most application 200k +, followed by Google 100k+. Microsoft is growing 5k+. RIM is going to be fourth and Palm might go the way of the Dodo. The gist, the more applications the better.
3B) Other category. Apple and Palm have an enviable polish to their OS. RIM is known for their business friendlessness. Android is the most customizable, although you can't delete useless stock applications without rooting your phone (i.e. Twitter, Facebook, Goggles). However, Google does provide free turn-by-turn navigation within their Maps applications which is always handy.
Enjoy shopping. Look around.