Be sure to get a name brand, like Sorny, Magnetbox, or Panaphonics!
Put aside some cash for good connection wiring as well. You can spend a ton on a great TV and then try to connect it with cheap wires and it sucks.
HDMI connectors go for a lot more than I ever thought.
You might also want to think about whether you need additional connections to your TV. Do you have stand alone DVD players, VHS players—are you ever going to connect your PC to the TV...stuff like that.
I checked them out and got a TV model that did NOT have all of the bells and whistles...primarily because I KNEW I would never use them. Can save you $100 sometimes.
And yes, I would second the recommendation of Costco. They seem to have more TVs every time I go in there. Good prices too.