Your primary tasks when selecting one will be to choose the switch type (mx-brown, mx-blue etc), any additional features you need (shortcut keys, n-key rollover) and decide on the manufacturer itself.
I have a Ducky Shine 2 and it's an absolutely fantastic keyboard. I'd recommend something of a similar nature - solidly built and has all the features I need. For example, one of the features I specifically looked for were shortcuts to a calculator, and other programmable option keys. A lot of mechanical keyboards tend to be minimalist in nature, and fortunately, the Ducky was an exception.
The model I have has the ability to turn off the backlighting, which is great, because I don't need a christmas tree on my desk. I noticed that some of the newer Ducky models are starting to look a bit silly though, with all sort of logos and stuff which are undesirable. I can vouch for the model I have without reservation however, having used it for a couple of years.