That's quite a good list Jar155 hooked you up with for starters...
I personally am a huge fan of doing extensive research. I know not everyone is so excited to do their homework before they make a purchase, but the way I see it is this - if you're going to unload a substantial amount of cash on entertainment, than it's best to know as much as possible going into the purchase so that you will ultimately get the most enjoyment for your dollar spent!
Most people aren't quite as anal as I am, but I've been reading up on various pinball machines for over a year (yes, I know it's been a long time), and have yet to make my first purchase. I know that when I finally do buy my first pinball machine that I will bring it home with absolutely no regrets!
Oh, one last thing. I believe that each and every pinball machine has it's own personality, if you will - just like people. Certain pinball machine's will excite one person more than the next. I guess you really need to ask yourself what it is you are looking for in a pinball? Are you wanting a game that has a strong/deep rule-set (and arguably more replay value), or are you just wanting something that looks nice and provides you a bit of pleasure as you bang a few pinballs around without really needing to think too hard or strategize much...
There are so many different elements that combine to make a specific pinball what it is, and that combination of different things (The playfield with or without it's toys and ramps, the sound and music, the lightshow, how the game plays, and the fun-factor, etc) make each game individually unique!
Best of luck in your seach for a pinball machine that has some or hopefully most of the things you want in one package, and fits into your budget!!!