1. Make sure you get something that can be easily towed by your tow vehicle. I still like the idea of only towing up to 75% or so of the rated tow capacity of the tow vehicle.
2. Consider buying a lightly used trailer for your first trailer. Only after using a trailer for awhile will you know what your really want and need in terms of floor design, sleeping capacity, etc.
3. Spend a lot of time looking at different brands. For moderately priced trailers, I'd definitely consider the Winnebago trailers as well as products by Jayco and Starcraft. As already said, maintenance is the biggest issue with trailers, especially making sure that water leaks are avoided.