As a rule Wacom is the brand to side with. They're generally more expensive but also the ones that have been in the business the longest. They know what they are doing and their tablets are exceptional, both in build quality, software, drivers and ergonomics.
When it comes to prices you can expect to pay anything from fifty dollars to several thousand, depending on what you want in terms of sizes, pressure sensitivity, pen functionalities and built-in monitors. The fifty dollar variation would be a so-called Bamboo, which'll serve you more than well unless you're some sort of professional artist.
The current line of Bamboos are an absolute treat to use (or the last generation, rather, as per the edit. I can't speak for the most current ones). They're well laid out, have a much more comfortable pen than their predecessors (to my mind, anyway) and are entirely ambidextrous! They're pretty, too, should that be of any particular significance. My only real gripe is a little shining light on it indicating it's powered, but that's mostly a quirk of my own: I don't like things that light up without me asking them to.
Short of jumping from the fifty dollar model to one for a few hundred there aren't too many options; the only real variation is that you may pay a little more to get a tablet that also does multi-touch in the same way telephones do nowadays. I have one of those, called Bamboo Pen & Touch, and while it's quite pleasant to be able to pan and zoom by pinching your fingers or sweep to switch applications and so forth it isn't really useful--I mostly use it to scroll with the two finger sweep or navigate when I've misplaced my pen. It's worth noting that I've used a pen for many years and I may well be biased towards it, but it is worth keeping in mind.
You might also find that there's a 'Fun' version of the Bamboo. The difference between this and the ordinary Bamboo is some included software and the colour of the tablet--there's nothing of inherent value unless you're interested in the programmes.
Edit: (Actually, scratch that. It appears they've rebranded in the few months since I got my new tablet. The grey ones are now called Capture and Create; the same premise stands, however, with the caveat of Create being inflated in price and being larger. If you can get a hold of last generation's models you'd probably get a fine deal; it seems their new entry level models are a little lacklustre compared to what was previously on offer--for example it seems the dark versions no longer have quick buttons. It also seems the cheap bastards have taken the eraser off of the pens for the cheaper models, something almost all available units had before. Information and model numbers on the (to me) more interesting generation of products are here, if need be.)
Finally you must decide what size of tablet you want. This is harder and largely personal: I am content with small tablets (they're cheaper, too!), whereas some must have huge ones to be able to feel comfortable with it. The best advice I can give is to grab yourself a pen and paper and doodle a bit. If you find you uses longer, sweeping motions with the pen you'll probably prefer a larger tablet, whereas if you express yourself with shorter strokes the small one will do you just fine.
Even though the smaller tablets are pretty bloody tiny in comparison the precision of the pen is more than enough for fine manoeuvring, much more so than an ordinary mouse once you're OK with the method, so you needn't necessarily worry about such things. It is also worth noting that the small and medium tablets offered by Wacom nowadays use similar physical housings, the small tablet just has a smaller area in which one may actually use the pen. To me this makes the design of the smaller one superior, because it offers a large and comfortable margin around the tablet to have rest your wrist on as you use it.
On a cursory note I discourage the wireless upgrade kit Wacom sells for their Bamboos. The battery time of the thing is shoddy at best and you'll probably find yourself using it with the charging cable installed most of the time if you use the tablet at any sort of regular interval.
Edited by Chokladkakan, 05 January 2013 - 04:17 PM.