When looking for a game, look at the back of the box. Near the bottom is a small design with three images on it, and they tell you the age recommended for the game, the number of people that can play the game, and the length of time a game can go. These are all pretty important when determining what game to pick. If your group of friends is pretty small at one gathering, a game for 2-4 players can be great, giving everyone a chance to jump in and play. On the other hand, if your game group is pretty big, then looking for a game 2-8 or even bigger would be a priority.
The other thing to consider is how long you have to play. If you are grabbing a game to take to work and play with some coworkers at lunch, you want to find one that is 30-45 minutes long. If the game is for your game night, then 1-2 hours can be great.
Overall the theme is what is going to make the game stand out. Choose a setting that strikes you as fun. Do you want to be a 1920's detective battling against cosmic evil? Or would you rather lead your team of adventurers through a cavernous dungeon, with danger around every turn? Or would you rather work feverishly to uncover the hidden mechanical traitor in your midst and pilot through space in a desperate attempt to reach Earth?