Where are you going to use your stroller? Do you need it to be sturdy and suitable for terrains like mud paths and the beach? Or do you intend to stay in the city with your stroller? Big "mud wheels" are probably not suitable for urban environments. How wide is the stroller you are considering? If you are intending to use public transportation, or go shopping with your baby in the stroller, will it be able to fit through often narrow doors? And how heavy is the stroller? Will you be able to easily lift it up? Will it be practical to carry the stroller in one hand and the baby in the other? You can try this in the store before you buy, if you don't buy online off course.
Travel systems that include a car seat and a stroller are often suitable from birth to toddlerhood, but there are also prams that are only suitable for infants. Do you want one stroller to last you until your child does not need it any more, or would you like to switch to a more lightweight version once your child sits up? If so, you might not want to invest as much in your baby stroller. Will your stroller fit easily into the trunk of your car when it is folded? How much of a hassle is it to unfold?
If you are planning to have more children, buying a stroller in gender neutral colors is a good idea. My daughter had a pink stroller, so I bought a new one for my son. Some babies don't like strollers much, and some parents don't either. I love having a stroller available, but rely heavily on baby carriers. Those can be just as expensive as a stroller, so think about this when budgeting. For more shopping tips, look at what do you need for your baby's nursery? and shopping for your baby.