Well, first off you want a PSU from a quality manufacturer. Seasonic, Xfx, Antec, PC Power and Cooling, Ultra, Corsair, Ocz will generally all offer you good components. There are others from different manufacturers that are solid too, but in general you will always get a good one from those companies.
Secondly, you need a PSU that meets your power requirements. If you have a video card that suggests a minimum wattage rating, pay attention and follow the recommendation. If you plan on overclocking, you need to exceed your expected draw even more. There are many sites that will give you an expected wattage draw, generally I build a PC on pcpartpicker by listing the parts and use that as a guide. So, if you have a system that draws about 434w, and your video card suggests at least a 500w, I'd not drop below a 500w Psu. But, if you expect to overclock, I'd probably suggest at least a 600w, and most likely a 750w depending on prices.
Third, there are the ratings. 80+, 80+bronze/silver/gold/platinum. These are all efficiency ratings. So, if you just have an 80+ rating, to deliver 500w you will actually be drawing just north of 620w from the wall outlet. Higher efficiency ratings generally denote better components, and less money wasted on your electrical bill. I don't recommend anything less than an 80+ bronze rating.
Here is a link for some good reviews and general info:
http://www.eggxpert.com/forums/thread/323050.aspx
Pay attention to the build quality tiers, and you'll see what I mean about companies making better Psu's.
Hope this helps.
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