well here's some food for thought
A) why do you want one ... as in what features do you want?
- Speed display/tracking
- navigational aid
- routing / route saving / route planning
- would you ever use it on a boat / plane
B) How much do you wanna spend?
C) Where are you going to mount it? ( tank bag / bars / stem stand / etc)
D) How are you going to power it? ( batteries / direct connect)
E) Where are you going to use it? ( bike / hiking / car / boat / other)
Each GPS has its purpose. If you want something small that just does speed and basic maps, get one of the less expensive ones. If you want something that can do routing, auto-routes you around stuff or if you get off the route, shows detailed map info and stuff like that, you'll need to step up a bit in size/price. I can tell you a lot of units are not good for the bike for a variety of reasons, but the new "micro drive" ones suck generally because of vibrations. There are models out there that allow you to use water maps and land maps, some that allow both of those AND hiking topo maps and National Parks maps. Some that have expandable memory, others are fixed. Some can use battery and/or direct connect... some have fixed antennas others allow for external ones or replaceable ones. Some are waterproof, others not so much
I personally have a Street Pilot III Deluxe I got off a guy in Canada on Ebay. He is a Garmin distributor and it was a factory refub but has given me NO problems in over a year of owning it. It does all of the various maps, battery/direct connect, small enough to fit in my tank bag easily, uses expandable, though proprietary memory, and does all routing with speed/altitude stuff as well. The one thing it doesnt have is WAAS which is basically a more sensitive system that allows for greater accuracy... think 1-3M vs 5-15M in accuracy of your exact position. Doesnt mean much if you are just riding/driving... could make a hell of a difference if you are charting TOPO maps in the mountains
gps city has a great selection and good comparison tools... as always, shop the price but thats a good resource to start your search.
So once you answer those questions, it will narrow your search criteria down though
oh yeah, search around on the forums, this topic has been discussed at length before