Some features I'd consider, depending on your needs:
1) Adjustable objective or side focus. This will allow you to shoot close and far without parallax error and keep the image in focus. Great for target shooting indoors and out.
2) Mildot. If you sight your 22 in at say 50 yards, you will need a repeatable holdover at 75 and 100 yards or more.
3) target turrets. Also useful for repeatable changes in point of aim at various distances and possibly windage.
4) Higher magnification: For pure target shooting, I like as high of magnification as possible. For shooting game though, it detracts from finding the game quickly through the scope. Picture a sort of tunnel vision effect. No problem for objects that stand still and never move, poor choice for finding or hitting moving targets.
Your budget is going to dictate a lot. You just can't compare a $50 to a $200 to a $750 scope. It seems like on a lot of these things, you often need to spend double the money, to go up to the next stage in quality / features.