Blades: While it seems counter-intuitive, better performing blenders do not come with sharp blades (which tend to dull overtime). Instead, they come with strong blades that stand the test of time and are able to pulverize just about anything. This also makes them much safer to clean.
Size: If you don't want to keep your blender on your countertop, look for a lightweight model. They're more portable, but also more likely to move around on the countertop when in use. If you plan to keep your blender on the counter, you may also want to consider the height as some models are too tall to fit neatly underneath kitchen cabinets.