If you're looking to do a really high quality job bear the following in mind,
-you'll need to connect to some form of extraction, the little bags that attach to the back simply don't remove enough of the waste.
-for larger sanders, say 150mm in diameter or more, there's nothing more to worry about as far as extraction is concerned. But for smaller sanders, say 125mm and below, you may well have to reduce the level of suction with an extractor that can be dialled down. Too much suction on a small sander results in excessive pressure which can produce swirl marks.
-most sanders come with sanding pads that are a poor compromise, too hard for curved shapes but too soft for flat surfaces. To avoid dubbing over the edges on flat surfaces you need a sander that has replaceable hard or ultra hard pads.
-better a cheaper sander and excellent abrasives, than an expensive sander with bargain basement abrasives.