Well the reviews, i think thats a big one. If the part/product you are buying has good feed back and recommendation to back it up. Also does the product do what you need it to do?. Also price, well know quote is "You get what you pay for". Some things cost more than others that do the same thing, saving money may also be a option in what your paying for. Shipping is a fact in the price. You may pay for price, you may have to wait a while for shipping to kick in and your purchase to arive.
Make sure the box is sealed, always do this especially on motherboards and CPUs, I got a ASUS P8Z68-V pro gen3 at microcenter, and inside the box was a ECS motherboard. For intel CPUs, microcenter has the cheapest prices (2500k for 180, epic deal).
As far as picking a CPU, you need to look at benchmarks BUT also remember what YOU are doing with this CPU, just because it has a super high benchmark doesn't mean it's the exact CPU for you. Some CPUs are for intense overclockers, and you might not need that so just make sure that it has what you need and nothing you don't, unless you are future proofing. You need to also make sure that the motherboard socket and CPU socket match also, its common knowledge but might as well throw it out there.
Do your research! Make sure you want to spend your hard earned cash on the CPU you have decided, read reviews and again check the benchmarks.
Once you have bought it, just do your CPU a favor and get a good heatsink, the Cooler Master hyper 212 is a cheap soloution that will last for a long time and excels at cooling, you will increase your CPUs life span and will prevent damage to the CPU from overheating.
Another tip is to watch out for "open box" CPUs, these could have bent pins that were just bent back into position, it could mean anything don't risk anything on the open box CPUS or motherboards, you don't know what kind of trouble you could get into.