Need to know: What's comfortable for you. If the shovel you now own seemed heavy the last time you cleared snow from the sidewalk, head to the store for a new one. At the store, check whether the shaft is long enough for you to shovel while standing straight. The shaft can be made of metal or wood, but be sure the handle is D-shaped, so it can be held easily for longer periods, and can help leverage the load and be used to apply force for scraping ice.

Material world: You want even wet snow to slide off the shovel, so consider buying a metal one with a Teflon or enamel coating. Experts recommend metal (aluminum, usually) over plastic because metal tends to last longer and can support heavier loads of snow. Metal edges can dig down to the pavement and be used to scrape frozen meltwater from a sidewalk or driveway.
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