Check the Content
In a recent visit to a Best Buy store, I noticed that the inexpensive sets were playing a recorded HDTV loop (sales reps couldn't say whether it was 720p or 1080i, the two broadcast HD formats), but the pricey units in the store's upscale Magnolia area were playing different content--some of broadcast quality, but some from media. Not surprisingly, the set playing a Blu-ray movie looked best, since Blu-ray is the only source of native 1080p content.
Best Buy wasn't systematically promoting its fancy sets, though: Next to the set with the Blu-ray hookup, another expensive HDTV was playing a standard-def DVD movie, which made it look markedly inferior to its neighbor. More and more sets offer 1080p resolution, so try to play a Blu-ray Disc for your evaluation.
Examine the Hookup
At the same Best Buy, the content loop on the main floor traveled through coaxial cable to the antenna-in port; the Magnolia sets were using either component (analog) or HDMI (digital) inputs. Reportedly, some retailers use lower-quality composite-video hookups to make inexpensive sets look worse than pricier models linked via component video or HDMI. Peek around the back of sets to check their connections, and try to compare only those playing the same content through the same hookup.