I tend to compare a few options first, mainly because the differences are not always obvious at a glance. Connection stability and device support would be near the top of my list, followed by privacy settings and the range of available locations. I also like checking independent information, and https://toggle.org/ can be useful when I want to understand what different VPN features actually mean in everyday use. After that, I usually consider whether the service feels convenient enough to use regularly rather than just looking impressive on paper.