How big is your car? If you have a car with a very small boot then you don't want a pram that doesn't fold down nice and compact. Think about the fact you will need to fit shopping in with your pram so always check folded measurements or actually try the pram in your boot before purchasing.
What kind of tyres? If you plan to walk dogs across fields etc then you probably want to buy a pram with air filled tyres rather than the small solid wheels. The prams with the big air wheels cope very well with off roading compared to the small wheeled ones. Obviously you may get punctures with the tyres but you have to weigh up which will frustrate you more!
Travel system or just pram? It can be very handy to buy a pram system which can incorporate a car seat or cot as well as a seat for when they get older. When looking at travel systems have a think about the car seat that comes with it. I went for a quinny system due to the fact Maxicosi car seats fit onto them. These have good safety testing so I felt happy my child would be safe in the car when driving. It's worth researching the car seat safety records before deciding on your pram system. This is something a friend pointed out to me before I purchased my first pram.
Forward/ rear facing? Some prams are suitable for newborn while others are more suited to when they get older. Have a think about whether you want to be able to have a seat that faces you but can be turned round to face away when the baby gets bigger and wants to see the world. Not all prams have this feature so be sure to check before you buy.
Storage? If you will be walking to the shops a lot then you might want to think about how much storage space there is on the pram. Some prams have large baskets underneath while others have very small baskets. Also think about can you hook shopping on to handles or attach hooks to hang bags off. It can be very frustrating doing shopping and having no where to put it!
Accessories? Most prams have sunshades, foot muffs, parasols rain covers etc so have a good look at all accessories available and the cost of them before you decide on a pram. The cost of these extras can be very expensive.
Finally, test drive? You may see a pram and love it in a picture but it's always worth seeing one in a shop and actually pushing it round. Prams can have adjustable handles or may be set at one height so if your particularly tall or small then it may not suit you or you may just not like the feel of it. All prams feel different when pushing so always have a test drive.