First of all, you need to choose a machine that you are comfortable with. Weight, handle/grips, shaft angles, buttons and switches. This is a good reason to find a local dealer or visit your nearest detecting club to actually have a hands on experience. Sure we can learn and adapt to a lot of things, but if the machine is uncomfortable we're probably not going to use it, or put in the time needed to master it.
Are there features you can't live without? Most new detectors are pretty well equipped with options, so they are fairly adaptable. There are also some unique features or aftermarket accessories for specific machines that might be a "must have" for you.
Air tests or depth tests don't mean much in evaluating a detector. These tests can provide some information, but where the rubber meets the road is not depth, but ID accuracy in the ground. Getting a deep signal means nothing if the signal doesn't sound like it's worth digging. Most of us are not digging everything under the coil, but trying to be selective and dig the "good" targets.
A non-biased scientific "Consumer Reports" style air test comparison of detectors would be of little use to me in selecting a machine, but on the other hand, seeing someone pull a Seated Liberty dime and a Shield nickel out of a park - right in front of me - in an area I had hunted hard and repeatedly speaks volumes.
I'd rather have a detector that only had 6" depth but would nail the ID on old coins and trash in almost any hunting condition. I'd be bringing home handfuls of silver and other obsolete coins every hunt. Once mastered, the E-Trac is pretty close to this ideal for me, but gets even more depth. Even better would be a detector that had less accurate ID but a true surface blanking - ignore the top 3-4" and only signal on targets over 4" deep.
All the evidence I need as to what detector is the "best" is in the online metal detecting forums. Look at the various finds posted on the different forums. Look what machines are making the best finds, the oldest finds, the deepest finds in your area and hunting conditions. Consistently, you'll see the same few machines as clear winners for what you want to find in your area in your preferred hunting conditions. Look at the machines the tot-lot hunters prefer, beach hunters, relic hounds and look at what machines people who consider themselves "pros" prefer.
Price is always a consideration. For your first detector, go cheap - but not too cheap. Stick with well known manufacturers, each of them offers an entry level machine, usually between the $100 and $200 price point. I do not recommend that beginners start with a top of the line machine, you can, but I've seen these $1000+ purchases often end in headaches and frustration. If you can get a good used machine, that's a great option. You'll need to use your detector and find out if the hobby is for you. Seems like people either take to it like a duck to water or get quickly discouraged. If you discover you love the hobby, it won't take you long to want to upgrade that machine, but you'll also have a better idea of what specific kind of detector you want. Fortunately there is a good resale market for good entry level machines, though you may also want to keep that first detector as a backup unit...just in case.