measure same part many times. It have to give same reading all times. (or it will make you crazy)
smoothness on movement. (it will give you better feeling when taking a measurement)
battery consumption (seems like cheap ones are avid battery consumers)
surface finish (if you care)
durability (long term investment)
Trust (sometimes, things get confusing. You need to trust your meassuring tools)
After all, if you can get it calibrated by a specialized company, it should be good to go.