I've just bought my nappy bag - two actually as they were on sale direct from the Storksak website I did A LOT of research before I made my mind up though. The things I found really important were:

- size
- weight - super important in my opinion! Some nappy bags are quite heavy before you put anything in them!
- internal & external pockets. I wanted somewhere separate to put my things (purse, sunnies, phone, etc)
- strap(s) - big enough to hang the bag over my pram
- inclusions - insulation pockets (for food or drinks), change mat, wet bag, wipes container, etc. Both my bags came with change mats, removable small bag and bottle cooler/warmers (one has a removable bag and the other one has two hidden pockets on either side)
- the look - nappy bag, backpack or handbag?
- colour
- fabric - easy to clean

I did quite a bit of research online but looked at all the ones I liked in person too. I was surprised at how big and heavy some of them were in real life!