Features that could make or break pumping for you:

1. Angle of insertion:  
   This angle of insertion is the biggest difference between all infusion sets. Insulin pump infusion sets can be divided into two categories: those designed to have the cannula or needle inserted at 90 degree (straight down) or those to be inserted at 30 degrees (technically 30-45 degrees, but most people insert at 30-35 degrees). The 30 degree sets usually have more material to stick to the surface of your skin and are harder to rip out by mistake. However, the 30 degree sets use up a bigger part of your injection area because the cannula inserts on a long angle. This means rotation of sites can be just slightly more difficult for some. Sometimes people switch to a 90 degree set for a while just to help with using less of a footprint, so to speak.  Most of the 30 degree insulin pump infusion sets are quite similar so no need to try all of them. If they look the same and look like they disconnect the same, then they likely are almost identifical even if made by different companies.   
   
2. Soft cannula or metal needle:  
   The cannula is the soft tiny tubing of the insertion set that stays in your fat tissue. It is placed under the skin with an insertion needle. The insertion needle is removed after the cannula is inserted.  A cannula is like a small teflon tubing that gets softer and more flexible when warmed by your body. Some sets still use a metal needle instead of a canula.  Most people use a cannula for comfort, although some still do have a preference for a needle. Again, try  not to rule one or the other out until you've had a chance to try them. 
3. Length of cannula:
   Thirty degree insulin pump infusion sets have a longer cannula than than 90 degree insertion sets because of the angle they enter the tissue. Typically they come in 17mm lengths.  Some brands have a shorter 13 cm length. Remember, these sets do NOT go in straight down. They go in at angle, so ultimately they end up being no deeper than the 90 degree insertion sets.
   
   Ninety degree insulin pump infusion sets are often available in 6 mm and 8 or 9 mm lengths. Now, before you assume that shorter is better, do consider that shorter sets, particularly 90 degree ones, rip out easier. There are ways around this though. Typically the 6mm 90 degree infusion sets are for children, leaner people or for inserting in places that have muscle closer to the surface like in some people's arms and legs. But, I am not a child and anyone who knows me would laugh if they heard me try to call myself "lean", however, I do use a 6 mm 90 degree set at times because I find the 9 mm kinks even if using an inserter. I use a second skin tape to keep the 6 mm from easily ripping out. (Actually, I use a clear square waterproof breathable bandaid with the padding ripped off and a hole cut in the centre to go over the hub of my Cleo set. Cheaper and more easily available.)
4. Length of tubing:
   The tubing is what connects the pump to you. Tubing lengths vary by an inch or so between brands but are generally 2 feet (60 cm) or 4 feet (120 cm) give or take. Consider where you are inserting your sets to help you decide on a length. If inserting in the arm and you want to keep the pump in your pant pocket, then you'll likely need some longer tubings. Also, people who sleep with the pump under their pillows tend to like long tubings. 
5. Type of disconnect:
   The disconnect is the part of the tubing that comes undone so you can disconnect to shower (or play, ummm... well, you know) and reconnect afterwards. Some disconnects are awkward and others less so. Also, it depends on where your insertion sites.  This is really a personal preference but a very important aspect of all insulin pump infusion sets.  I particularly like the Cleo 90 degree set for its disconnect. It allows me to connect the tubing to me from any direction I choose even after I have inserted the cannula.  I use the Cleo on sites that are normally hard to reach as it is so user friendly for insertions and disconnects.  
   
   On the other hand, I use 30 degree sets often because they are cheaper, but I use them on sites that I can easily get a grip on, so I can take the tubing off and on. 
6. Luer lock or proprietary:
   The luer lock is where the tubing connects to the pump (not to you).  Insulin pump infusion sets with luer locks are generally cheaper (generally, not always) and can be used on most pumps with the exception of Medtronic Minimed pumps (this is 2008 so you have a reference point). The newer Medtronic pumps can only use specific Medtronic insulin pump infusion sets that do not have a luer lock, but have their own proprietary connection.  If something new and wild comes out that is not made by Medtronic, well, chances are you can't use it on your Medtronic pump. However, I have read that there are luer lock adapters for Medtronic pumps but not purchased through the company. I cannot comment on the  use of those as I have not had any clients use them.  
   
7. Ease of insertion:
   If you've ever put in a 30 degree set you know there is a loong insertion needle. You can make the mistake of going in too deep or not  deep enough (quit giggling ladies).  There are now 30 and 90 degree sets that come with insertion devices. That said, they may not all be friendly to use devices.  Unomedical (marketed also under Animas)  have a new 30 degree inserter set.  Sometimes the inserter is a separate device to be used time and time again.  Sometimes the inserter is included as part of each and every insulin infusion set, to be used once and discarded. See the notes below about disposal.  Most companies selling insulin pump infusion sets offer a model that can be used with an inserter device so be sure to check if this is something you need help with. 
8. Ease of disposal:
   I put this here because this is what turned me off of an Animas 90 degree insertion set. After insertion using their disposable built in inserter, the needle remained exposed. If I was so inclined, as told by the rep, I could easily pluck the needle out with a set of plyers and insert the needle into a sharps container. The HUGE plastic inserter could then go in the garbage. Yup. Right. I got my hubby's plyers out twie. I wasn't thrilled with the process. I was less thrilled thinking how I was going to carry one of these suckers as a backup set in my purse given the huge size.  I suppose this is why I fell head over heals for the Cleo. The Cleo retracts the needle so it can be discarded in the garbage - and it's smaller. But... please, some people love the Animas 90 degree set. I encourage you to get samples before thumbing your nose at any set. You are not me (be happy about that.)
9. Cost:
   As much as I am currently into enjoying the Cleo,  I do not use it exclusively because, frankly, it costs too much. Ten of them cost almost fifty dollars MORE than a set of 5 tubing and 10 cannula (combo pack) of the 30 degree sets. So, in the end, most of my sets are the cheaper ones with about a third being the more expensive (which I pick the most awkward insertion sites for since the Cleo is nicely designed for that). 
10. How flat it is against the skin:
    Some insulin pump infusion sets once connected lay pretty flat against the skin (eg. most of the 30 degree sets). Whereas some of the 90 degree sets are less flat. What does this matter? Well, if you are wearing clingy pants or dress or the like, you might prefer a flatter profile. Also, if you are clumsy like me, you might bump, slam, slide or cream into things. I've lost a few 90 degree sets that way (but not now that I keep my second skin bandaids on top.) So..if you're a sexy dressor or a clumsy sod you might want sets that lie pretty flat against the skin.