I would like heart monitoring, cadence, wireless - I also heard that one shows you how many calories you have burned, which sounds pretty cool. Since I am at the beginning of my search I am not familiar with everything available. I planned to go to my local bike shop today to have a lot at what they have and talk to a salesperson.
My friend has one that he tells me has all of the above, but the one feature he does not like is that there is no automatic on/off of the monitoring - sometimes he will forget to shut it off right after his workout. So I guess I would want to have the auto on/off as well.