OK, my take on this is to look for good control software- not jazzy stuff like ArtCam but the boring program that controls the actual machine- if this is rubbish then you will struggle.
Size- go for the biggest machine you can get. Small, desktop machines are pointless- you can cut letters but that's about all.
Spindles- get a good make, this is one of the most expensive parts of the whole system. I am fortunate that my ELTE spindles are made in Italy and I can get them repaired quickly and at a great price simply by shipping them back to the manufacturer.
Stepper V Servo- if you can, get servo. If you can't get the best quality stepper motors you can. Motion control motors range from dirt cheap to mucho expensive- you get what you pay for.
Vaccum hold down- you need this.
Auto Tool Change- if you can afford it 3D work gets so much easier.
Servicing & parts- when you are established downtime costs you big time. You can pay for a tech guy to do this or I prefer to really understand the machine and do this myself.
Where to buy- there is a US based site that always has a heap of used machines for sale. Personally I'd rather have a used top brand router than el cheapo new one. Can't recall the name of the site by a google for used cnc should bring it up.
What do you plan to use routing for? I found routing to be brilliant for wood and plastic but metals... forget it (hence the reason for buying waterjet)