If you actually want to navigate with it from a map get one with a declination adjustment. Personally I wouldn't bother with a magnetic compass that does not have this unless it is just for emergency backup...even then.
Declination adjustment allows you to set up the compass up to point to true north for your current area. In some places this difference is quite large. Maps are always oriented to true North. Declination is the local difference between magnetic North and true North so if the compass does not have this adjustment you have to do the arithmetic to add or subtract the value from the Compass reading to get the true bearing. It is easy to get wrong with potentially disastrous results. You do have adjust the declination to your current location and it does vary over time so you need to use recent data to do this and adjust it yer to year. But you have to know what it is anyway. Always test your compass against your map using a known bearing to verify you have set the declination adjustment correctly.
Other features are less important but can be useful depending on your need.
The scales on the baseplate vary and are more convenient if they match the maps you use but I have found recreational maps tend to use somewhat arbitrary scales. For the US having an inch scale is generally useful. A mirror adds weight but makes taking bearings much easier. The clinometer measure slope and can be useful for identifying features but is most useful in the winter for judging avalanche risk. The Global needle allows the compass to work in both Northern or South hemispheres. Otherwise it will typically only work in the Northern hemisphere.
Seems REI only really carries SUUNTO which is a well regarded brand. Of the ones they carry this seems a reasonable choice...
I have the SUUNTO MC2 USGS because I wanted all the features to try...
BRUNTON and SILVA are two other well known brands although I'm not familiar with their current models.