The ability to increase or decrease resistance lets you control workout intensity.
Resistance types can vary, e.g., hydraulic (cheaper) or magnetic (smoother and quieter). Important to check how much body weight the stepper can support safely.
Sturdy construction (preferably steel frame) improves durability. A digital display (LCD) that shows metrics like time, steps per minute, calories burned, distance, etc.
Some steppers offer pre-programmed workout modes.