Pay attention to the construction of the frame; there needs to be good support from the hitch to the front spring mount. Some trailers lack this and leave 3 feet or so with too little support; the trailer will bend at this point.
Depending on your tow vehicle, look for trailers with the axles not too far back. If the axles are positioned close to the rear, more of your weight will be on your tow vehicle.
If you go the less expensive route, get pressure treated boards on the deck.
If you need tires, get trailer tires. They can be run at 65 pounds which decreases the rolling resistance. I got 13.5 MPG last weekend to South Haven and back, hauling the Cobra and an extra set of tires.
When I bought mine, I did some checking on the legal side of things; you need a break away kit in many states, hauling gas cans can be illegal, the license plate should be TB in Illinois; a TA plate is too light.
I endorse the brakes on two axles; many inexpensive trailers only come with one set.
Check the ride height; a taller trailer requires longer ramps.
Jim
http://www.rondotrailer.com/
http://www.etrailer.com/
http://www.taskmasterproducts.com/