In no certain order, the most important things for me are: 1.) spreads; 2.) no slippage; and 3.) regulation. Years in operation can be a proxy for regulation, although you would ideally want a broker who has been around and works under multiple regulatory bodies. That being said, unfortunately there are no dream brokers. I always look for a broker with the best mix of the above, and have really taken a liking to InstaForex.