I sort of agree with suzdav68: I would say the best bread machine is the one you will use!
Having said that, I have owned a number of them, and belong to several bread machine groups (the yahoo one is listed below). There are a number of things to take into account. First is understand that if you are an avid cook and/or baker, a bread machine may be too specialized, and you may want to use a kitchen mixer instead. Second, I have yet to encounter a bread machine that is a truly set-it-and-forget-it appliance -- they all need to be checked once or twice during the cycle.
The only brand I will specify is Welbilt, because they went out of business roughly 5 years ago. There are plenty of bread machine manufacturers that have gone out of business, but Welbilt was the #1 name in the business for about 10 years, so there are a lot of "new" and used Welbilts out there, and parts are becoming difficult to come by. Other than that, there are several current manufacturers, and I would recommend going for one with a live company. None of them are great customer service companies, but luckily the appliances are pretty reliable.
Other than that, decide how much you will bake in the machine, and how much you might use the machine to make dough and bake "manually." If you plan to bake in-machine all the time, and you want bread for sandwiches, then you will really want a machine with a true horizontal pan -- these have two mixing/kneading paddles, and tend to be more costly. If you will be an occasional baker, or use the machine just for dough, then the single paddle machines are perfectly adequate -- the dough from one machine will be indistinguishable from another machine. Note there are single paddle "horizontal" machines, which is a compromise between making a more "loaf" like shape, but the reality that one paddle is inadequate to knead dough in a long pan.
Parting thoughts: a good cheap way to try bread machines is to get one from a thrift store. Make sure all the parts are there before buying. If you like it, then you haven't spent so much that you can't buy a new one that has "all the features." And don't buy a bread machine for cake making or jam -- many can do these functions, but they are called bread machines, not cake and jam machines for good reason...