The tablet you buy should come with a stylus that is often known as a digital pen, or just just called a pen. Choose a tablet with a pen that feels comfortable and natural in your hand. This is important, because unlike a keyboard or mouse, most of your work with a graphic tablet is done with the pen. You will be spending a lot of quality time with that pen. Make sure it's comfortable.
The stylus / pen has to transmit a signal to the tablet. The mode of signal transmission will vary depending on the type of tablet you buy. Some pens require a battery that will (sigh) need to be replaced on occasion. The battery will also make the pen more heavy. Pens can also be attached to the pad by a cord or may be cordless. Both corded and cordless have their own distinct advantages and disadvantages. The cordless type is easier to use, you are not dragging a cord around behind your movements. If the pen is cordless, you'll have to be more careful about misplacing it. A real problem in our house; Ever lost the TV remote? You get my drift. On the other hand, while you should not lose a corded pen, you will lose some freedom of movement and for some, a limit on free expression. This is of particular importance if you want to throw the pen at a mate or spouse when said person is irritating you. If you are the spouse of a potentially violent pen thrower, opt for the corded model.
Some tablets allow different types of pens to be used to draw different styles of lines. Those who use the tablets for art creation would want to take the multiple pen use feature into consideration. Some pens have program buttons that allow you to customize the same pen with different functions. Click a button and get one type of line, click another button to get a thicker or thinner line. Some pens have an eraser (great feature for me). Some are pressure and tilt sensitive. Some pens have built in buttons for mouse clicks, and scroll wheels. Some tablets let you tap or double tap the tablet for mouse clicks.
The great benefit of using a graphic tablet and pen, whether corded or cordless, is that the pen is more ergonomic and much easier on the wrist than a traditional mouse. This benefit itself can be worth trying out a tablet.
When you shop for a graphic tablet, take the pen / stylus into as much consideration as the tablet itself. Consider what you want to use the tablet for. Are you an artist who wants to draw free hand? Do you want to edit and crop images in programs like Photoshop? Or do you just want an alternative to the mouse? Determine your purpose for the tablet and then shop accordingly. If you're not sure how you'll use the tablet, but just want to try one, there are some cheap models to choose from.