Razorback posted exactly what I was going to say
. Most gyms have a free trial you can take advantage of, or will say yes if you ask them for a free trial session. Try out a few different ones before picking out which one you felt most comfortable in. Definitely going during the times you're most likely to frequent the gym to see if equipment is available and if it's an environment you're comfortable exercising in (i.e. is it all body building men that are intimidating? Or maybe it's all body building men that give you motivation to be around!). Check for cleanliness too, are there paper towels and spray bottles?
Look up the types of routines you think you might want to do and then make sure that equipment is in the gym. Personally I don't like machines for weight building, I prefer to have mats, kettleballs, resistance bands, free weights, and exercise balls to use. If I were looking at gyms and one didn't have those, only machines, I would be less interested in it. Perhaps you're the opposite.
Another *big* thing for me is TVs on the cardio machines. Sad as it is, having an indiviudal tv on the cardio machines is what will help motivate me and keep me on the treadmill longer. Some people hate paying for gyms who have tvs outfitted on the machines because they won't use them, so it's to each his/her own.
Lastly, a major thing are classes. Some people couldn't care less about classes, but when I join a gym it's important to me to have yoga, pilates, aerobics, and strength classes to break up the regular routine. Does the gym charge extra for participating in classes? How many are there, and are the ones available during the times you are available of interest? Or are all the "good" classes during times you can't make it to the gym?