Of course the obvious & fit & ergonomics. Also very important to me that it's a natural pointer. Not all guns are created equal in this last area. Very important for a instinctive shooter.
Looks like most agree,
* Reliable
* Accurate
And I'll say
* Concealment
* High cap.
I like my pocket rocket to take the full cap mags of my service sized pistol. Just a personal preferance.