Look for stainless-steel construction or powder-coated finishes to get maximum durability and weather protection.
Think ahead to other front-end modifications you may make in the future and look for a guard that will accommodate things like auxiliary lights, a receiver hitch or even a winch mount. (Better yet, if you intend to buy a winch, get a dedicated platform/guard combination from the winch-maker itself.)
Make sure the guard is sturdy enough, and mounts securely enough, to provide true front-end protection. We've seen products on the market that pass themselves off as guards but are really little more than light mount bars.