I'll start by saying I use an Escort 9500I and it's awesome - it's got less memory than the top-of-the-line IX for a speed camera database I never use, but it has GPS, which is really handy for me (as I drive past 5+ speed signs a day and there's one right outside my front yard).

I'd check out sites like radartest.com - despite my doubts about his claimed impartialness in reviews, the basic information there is really well-presented and sound. Just keep in mind that he both sells detectors and consults for the companies that make them, so he definitely has an interest in pushing more expensive detectors.

You'll want to learn if your local cops use K-band, Ka-band, or X-band (unlikely), how often they use laser or VASCAR/planes, and if laser jammers are legal in your area.

The Escort 8500 and up or new Beltronics models and new Valentine Ones are very comparable in performance. Beltronics and Escort/Passport are the same thing - rebranded cases around one company's product. Cobra supposedly makes detectors that aren't garbage now, but they make a lot of bargin-basement Wal-Mart stuff you probably want to avoid as well - they have a few good products but you have to know which ones to look at.

You should decide whether or not you want an installed system (mega $$$ but hidden), whether or not you want laser jammers (illegal in most places nowadays but handy where they're not), and whether or not you want GPS (awesome because it lets you lock out speed signs / automatic door openers, but carries a price premium), and go from there.