You'll want to know how much the tablet can sense, of course the more the better but you'll also want to look at the wand (pen).
The tablet can normally detect where your pen is, but not how hard its pushed. The pen will tell the computer how hard you're pushing and how thick to make the strokes, so the more levels of pressure it can detect the better.
You'll also want to know how many buttons both the pen and the tablet have, and if you can change what commands they control (these can be really useful if you set them up correctly).