There are a number of different factors you should look at when looking for a poker site to deposit to. Here are a few:
BONUS - The sign-up bonus available at a site is a big reason to play there. If you are depositing $500 or so, then an extra $100 can go a long way.
THE NUMBER OF PLAYERS - The more players a poker site has, the more games you will be able to find to fit your needs. You know you there will always be a game offered at any stake level. Also, the more players there are on a site then the more confident you can feel about the financial stability of the site.
TOURNAMENTS - Some players only play tournaments. In this case you would want a site that has good single and multi-table tournaments available.
THE LOOSENESS OF A SITE - Many successful players will tell you that 80% of your poker profits will be a result of game selection. The looser the games are, the more money you will make in the long run. Party and Bodog are famous for having very loose games. For Bodog, it is because some of the players are sports and casino gamblers coming over to play poker. For Party Poker, it is because many of their players are new to the game and got introduced to poker through the World Poker Tour and signed up because of the Party Poker commercials.
THE SOFTWARE - If you are going to be playing at a site for awhile, you will want to pick one that has an interface that you are comfortable with. This means software that is smooth and doesn't stall much, is relatively fast, and offers many of the game features you are looking for (hand histories, game search filtering, wait lists, etc.). Some players also take into consideration the look of the site - some players prefer a more graphics-intensive site while some like more visually-simple looking site.
DEPOSIT METHODS - You will need to go through a site that offers the deposit and withdrawal methods that you have access to. Back in the Neteller days, you didn't have to worry about this, but today you do.
DOWNLOAD MANY SITES - Check as many sites as you can to see what software and sites you are most comfortable with.
STAYING WITH A POKER SITE - Don't make up your mind until you have played at least 20-30 hours. Many players start playing at a site and start out with a couple of bad sessions and then cash out thinking the site is bad. This will happen at looser sites but it is normal. It takes some time to see how good the games are and how much you like the site.