Something I know a little about, more on commercial building windows, but theres a few things to be aware of.
You want manufacturer that produces a quality window that performs. I consider air and water infiltration key performance aspects of any window. The window itself should have been tested in a controlled lab setting, for the above. For starters, the window itself, needs to perform, meaning its of good quality manufacture, stand alone, meets the test criteria for the above water and air infiltration. Glazing obviously you have some choices but obviously well made insulated glass with specified coatings on 1-4 surfaces per your needs may be important say if you want to eliminate UV rays or shade natural light or what have you.
That said, the best made window, but poorly installed, makes the window worthless. You need to survey the rough opening, and match up the window for size, compatibility with existing construction and insure that it can be securely fastened, without violating air and water infiltration properties on the window itself or within the assembly as a whole. We used to test them in the various labs around the country, one of the most impressive was ATI in York PA. Take a window that by itself performs, then install it in a mocked up section of a building that is constructed against a pressurized chamber, duplicating actual building conditions, then place a spray rig and or fan (I have been at tests where piston engine airplane engines have been used to replicate wind) properly installed it will perform to design criteria.
Most of that is for higher performing commercial applications where conditions are more harsh, or new products being manufactured, some of which may need to meet certain manufacturing association certifications, or reference standards. Really interesting to see the tests at ATI in York PA, opening and closing of doors, windows, cycling them to duplicate a duration in service, air and water test and a myriad of other similar tests.
A window that has met some kind of design criteria, been tested and there is existing performance data would win hands down vs an unknown product with a lot of advertising behind it.
I see 2 important things with windows, has to be good proven quality(reference above) and it has to be installed correctly, given the conditions on the building, which are all unique. Take a quality window and stuff it in a tight or unsuitable rough opening, its worthless, so is why I say to look at the existing conditions carefully, measure, take some time to match the window to what you have, or find one that will if what you are looking at does not.
Sealants should be a of high quality, one of my favorites is Dow 795 and other Dow 700 series silicones. Make sure the sealant will bond to all types of substrates, wood, metal, masonry, etc. as you can have combinations of substrates, if it bonds to one side, but not another, it will not perform. Fasteners are single leading cause of leaks, so you want to look at fastening details, most times fastener heads need to be sealed with sealant to eliminate leaks.
Residential windows are for the most part easy, but if you take some time with what I mentioned above, most likely you'll get a quality installation that will perform.
If you live in a harsher or say windy, cold, rainy environment, windows are facing the weather, absolutely take the care to look at window specifications and product data by reputable manufacturers.
In NYC for example, on the corners of buildings for a certain distance each way and from a certain height, metal and glass exterior assemblies, windows or what have you must meet a 54 pounds per square foot criteria, with no water or air infiltration allowed, this is the more stringent criteria, but for a reason.
