Stay away from the widescreen ones. The widescreen feature is a gimmick that plays on the trend in television sets. Most camera images don't take images in widescreen ratios, so to take advantage of that extra width on the frame you'd have to crop all of your images to be short and wide. It's not worth the hassle, and it often compromises the look/feel of the image when you crop it in such a way that you didn't intend when you took the picture.
Also, pay attention the pixel resolution. The higher the resolution the crisper your images will look. Cheaper frames sometimes have lower resolution, and as a result your images look blocky and pixelated.
Read the reviews. Some cheap frames don't have the ability to randomize the images in slideshow mode. That seems like a very fundamental feature to be missing. Too often the only way you'll realize this limitation is by someone mentioning it in their review of the frame.