Although this should be a given, ride the bike before you buy it. Not for 5 minutes in a parking lot, but for a real, decent ride. Any shop specializing in 'bents will understand that if you are making your first recumbent purchase, it's a leap of faith, and will be accommodating. That is also a reason to buy your recumbent from a specialty shop.
Credit for the following goes to @Don Kirby above, I'm including it here as well for completeness in one answer. If he wants to edit, and add the above paragraph, or similar, I'll delete this answer.
Think about wheel base and where you want the steering.
I hear that long wheel base is more stable and faster, but I chose short wheel base so I could load it on the bus rack sometimes.
Above seat steering is more common and I think it's easier to learn, but I chose below seat steering because it seemed like a more relaxed position for my arms.
I found that during a crash, below seat steering means that your completely above the bike and you don't get tangled up with it as you go down. I found myself sliding along the ground, all by myself.