How much space do you have? Unless you don't mind living in a gym, it is important to figure out ahead of time where you will keep your stair climber. Look online for measurements of the model you are considering (listed as length by width by height) to determine whether or not it will fit in your workout space.
Will you be able to move it? Some stair climbers can weigh almost 400 pounds. If you want a machine you can transport after assembly or store when not in use, make sure to consider its weight before purchasing.
Is this the only exercise you will be doing? Many stair steppers are very limited in their potential. Although they all provide a good cardio workout as well as tone the lower body, it may not be enough to reach your fitness goals. If it is to act as a supplement to a pre-existing fitness routine, then buy a simpler (most likely cheaper) climber. If this is to be your primary activity, then the versatility of a hybrid machine may be the right choice.
Will you be able to assemble it on your own? There is nothing worse than getting home with your brand new stair stepper to find that you don't have the tools or skills to set it up. Most retailers offer delivery and assembly services that do not cost much extra. This may be a necessary convenience depending on your situation. Some cheaper stair climbers do not require assembly.
With a relatively low demand for stair climbers, it is not uncommon to find deals. Consider waiting for a holiday sale, look for clearance items or search the web for the best possible deal. The savings difference could be hundreds.