Definitely get sway control and weight distribution. It makes towing so much easier (and much more under control - i.e. safer.)
I would suggest to find a dealer - preferably reasonably local - that you like, and trust your gut. Even if you like the dealership and/or they get good reviews from others around, do not necessarily believe what the salesperson says. "Sure, you can tow this" is one of the most commonly-uttered untruth. :) We've all been there (or at least most of us have.) If you have a choice of several reputable dealers, so much the better - visit all of them.
Once you locate a good dealer, look at what he has on the lot, take brochures home for different brands & models, and go through them. We have found that certain items are important to us in a floorplan, and not all brands make the floorplans that work for us. You already know you want a bunkhouse model, full-length bed (those are very hard to find in the lighter/smaller trailers) and other things you mentioned, so that will narrow the search for you.
As far as memberships go, you may want to see how the first year goes and then decide. We have both KOA and Good Sam memberships and like the 10% discount we get on their camping fees. If you will be using mostly state parks or national forests/parks, then the memberships won't do you much good, but if you will be using primarily campgrounds that offer a pool, playground, etc., you may want to consider getting a yearly membership in one or both of these clubs. I believe the annual KOA fee is something like $24, hardly a bank-buster, but if you'll only be camping 3 or 4 times a year, it may not be cost-effective.