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Many keyboards have interesting extra features like multimedia controls, a scroll wheel, or specialized buttons that open email and other programs. You might find these buttons convenient, and on the other hand you might never use most or all of them, or worse -- you may find that they get in your way. What's important, though, isn't the extras; it's that you get a keyboard that feels good to use. The cheap mass-produced keyboards that come with Dell, Apple, Gateway and other mass-market machines are often poorly and cheaply designed. As a result, they can be uncomfortable, inconvenient, and in some instances, unhealthy to use.
Some people like their keyboard to be somewhat stiff, but this is very hard on the fingers, especially after a long day of typing. Some people like keyboards with keys that you barely have to touch to activate; while this may be easier on the hands, it also causes a lot of typos and other keyboard errors. Ideally you'll want something inbetween. Keys should also have a definite stopping point instead of a spring-loaded soft stop; in other words you should be able to completely depress a key without a lot of effort.
Then there's the debate between the split keyboard and the standard keyboard; the general rule of thumb with the split keyboard is that if you can touch-type (meaning your hands are in the proper positions for typing and you don't have to look at the keys to type) then you'll probably be more comfortable with the split design. Split keyboards are much more comfortable to use because they allow more natural posturing. The downside is that it's somewhat difficult to use a standard keyboard after you've gotten used to a split design.
Ergonomics
A good keyboard can be used all day without your hands or wrist being sore, but this is contingent on proper posture and good ergonomics. You should be able to put your feet flat on the floor with your knees bent at a 90 degree angle; your elbows should also be bent at 90 degrees and you shouldn't be leaning on your keyboard. The mouse should be at the same level as the keyboard and you shouldn't have to stretch to use it. Improper ergonomics leads to repetitive stress injuries and illnesses. Just having your keyboard in the wrong vertical position (too high or too low) can cause shoulder and wrist pain after a few hours of use. Under no circumstances do you want your wrists to be bent while typing.
Some people claim that the Dvorak keyboard layout, which rearranges the order of letters on a keyboard, is more ergonomic and efficient. That claim is disputed, though, and most software programs don't allow re-mapping of keyboard shortcuts. In other words, all of the efficiencies that programmers have invented over the years would be reduced or eliminated by a radically different keyboard layout.
To cord or not to cord?
Do cordless keyboards mean greater convenience? Probably not, unless keyboard cords are too short or otherwise getting in your way. Cordless keyboards require batteries and a wireless base station that plugs into your computer, so in effect it still requires a cord, even if it isn't attached to the keyboard itself. Wireless keyboards tend to be more expensive than corded keyboards, and in the long run their expense is greater than the initial investment because of the need for AA batteries. Battery life is usually fairly long in keyboards, though, and you can often get a year or more out of one set of batteries.
In addition to the standard wireless offerings, there are also Bluetooth keyboards. Aside from being grossly overpriced, there is little difference between a Bluetooth keyboard and its regular wireless counterpart. The Bluetooth version will of course work with Bluetooth-enabled computers, PDAs, and other devices that accept keyboard input, whereas the wireless version will usually only work with PCs.
Manufacturers
Microsoft and Logitech have been the market leaders in aftermarket keyboards for many years, and rightly so -- they make excellent peripheral devices. In stark contrast to many of Microsoft's software products, its keyboards and mice are durable, comfortable, and affordable.
Logitech makes somewhat fancier keyboards than Microsoft. You'll find more extras on Logitech's products, but you won't have as many ergonomic choices as Microsoft offers.
There are several more keyboard manufacturers out there. Most offer an odd mix of cheap plain-Jane keyboards and expensive, futuristic ergonomic input devices that don't look like keyboards at all. While the strange ergonomic devices may be far better for one's wrists and fingers, they also take a lot of effort to learn to use efficiently.