As Tichfield states, if you want to subscribe to Setanta Sports you'll need a box with a card slot. (There are a few other subscription services, e.g. for 'adult' channels, but Setanta is the only one using the card-based system which has a large number of subscribers).
If you've got a very old TV, which doesn't have a Scart socket, you'll need a Freeview box with a built-in 'modulator' so that you can connect it to the aerial socket.
If you're going to be connecting lots of devices together (e.g. VCR, DVD recorder, etc) it might be useful to choose a Freeview box which has got two Scart sockets.
If you've got a TV set which is 'HD ready', you might want to select a box with 'HDMI upscaling'.
However, if you're not a sports fan, your TV has a Scart socket but isn't HD ready and you don't need to connect lots of things together, you can just buy the cheapest box available. (The only other significant difference is with the 'electronic programme guide' which tells you what's on. Nearly all boxes now offer a 7-day guide as standard but there are one or two still around which only display 'now and next').
Chris