If it's a new site that I'm looking for - what sort of 1st deposit bonuses and other stuff the site will offer. As an example, I started out long time ago (roughly 4-5 years ago) on PokerRoom because of initial bonus and entry into tournaments. Then played on other sites to capitalize on initial deposits but come back to PokerRoom to check out their bonuses for current players.
On top of that, look for good reload bonuses as well as how many players are online at any given time or on average. Another thing I look out for is to see if they have any special promo events/tourneys such as winning a trip to Vegas to play in the WPT or in Niagara, which is pretty close to me anyways.
For other players, they may want to find a site where the windows are re-sizeable or able to just get the bare-bones information in order to Multi-table. I don't multi-table, but if you want to, it would make it easier on the amount of real estate needed on your monitor. Or you could have multiple monitors to help with that!