The main aspect i always look on the exchange is security, always security must be first. Unfortunately i have some bad experience with some scammers and exchanges exit scams, so i always take massive precautions before i transfer a single dollar to someone. Find everything you can about the project and if everything looks fine - seek for things you could overlook, like the real addresses, phone numbers, number of people working for an exchange etc.
In my opinion - you should find the exchange which is safe. That's main and the most important criterion to me. Before you register and input your personal data, I recommend you to take a look at the security practices. You can also check the opinions about exchange on the internet. But the safety is the most important! I use
CoinDeal because of its security standards like SSL, mandatory 2FA, email notifications (about login attempt from different IP than usual) or CloudFlare security. Funds are also stored in the cold wallets which is a great superiority.
CoinDeal is doing great with their security. It's not as big exchange as those most popular ones, but i'm more than certain that they will achieve huge success soon - even right now, they've just became available in the US (finally) which is a great step forward. For me the best thing on coindeal are monthly votes, last month i've voted on zcash and it won, yay.