Some things to look for:
Adjustable tips allow for less or more water concentration at the surface. Widen the water fan to clean more area in one pass (usually by twisting the nozzle), or shrink it down for harder water blast cleaning.
Quick connects for hose and wand connections. These allow for quick changes for wands and spray tips, and aid in disassembly for storage.
Cart mounted. Some units are hand carry but also have wheels on the unit for rolling it along as you clean. There are some cart mounted units for the heavier duty electric models, these units resemble the gas powered versions.
Turbo nozzles are used for hard cleaning. Turbo nozzles ussually focus the 0 degree water jet on a small area for concentrated cleaning power.
Adjustable pressure allows for tuning the pressure to the job. Less pressure for wood cleaning and more for hard surface cleaning.
Soap siphoning or injection. Chemical injection allows you to siphon detergent through the pressure washer allowing application of cleaning solutions directly from the pressure washer.