I would only recommend using a UV filter for protection in dusty environments or in cases when your camera is likely to be exposed to flying debris (a motocross track, for example), but there are a few main considerations when looking to buy one:
1. Flare control
This is vital, as the last thing you want is some stray light bouncing around in the void between your filter and lens glass, blowing out your images or reducing contrast. Take note of those coatings!
2. Light transmission
It is rather frustrating having a filter that doesn't let all the light through you want it to. I'd aim for no less than 96.5%.
3. Vignetting
The thicker the ring, more likely presence of noticeable corner light-loss. Might not be an issue on crop sensor devices, but on full-frame, certainly something to look at.
4. Sharpness
If you are using nice glass, why ruin it with a filter that doesn't match? In reality, all filters will reduce sharpness, which is why they are often not recommended for constant use, especially in controlled environments. If you do use one, get one that is sharp.
Another thing that annoys me, is cleaning. Some filters from Hoya and B+W, despite their price and usually better light transmission figures, have really hard-to-clean surfaces that smudge heavily. Considering the best-suited environments for using a UV filter are usually victim to dirt and grime, you want something you can clean easily. The best I have used in this sense are Marumi (some have waterproof coatings, others do not).
You can find rankings of UV filters at Lenstip (though somewhat outdated):
http://www.lenstip.com/113.4-article-UV_filters_test_Description_of_the_results_and_summary.html
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