Buying a stove is not only expensive but has to be sized correctly in order to heat your room and rads if a boiler stove.
You need to find out what size boiler stove will suit your home and what heat output is need for where the stove is being installed. You don't want to be too hot in the room with the stove so closing up the fire and so your radiators go cold or colder. There has to be the right balance between room heating and radiator heating.
Any stove showroom would be happy to advice on what kw size is needed to heat your room. For a boiler stove it would be a good idea to get a plumber or heating engineer in to calculate the heat requirements of your home or radiators if already installed.
You can do a very basic calculation yourselves by measuring your existing radiators and noting if they are doubles or single panel and comparing the size to an online radiator manufacturer table of sizes and outputs. Add each radiator output up and this will give you a quide to the boiler size required. Dont forget to add 3kw to the figure for a standard sized hot water cylinder.
What to look for in a stove
When looking at a stove decide if you want a multifuel stove or wood burner only. A woodburner can only burn wood and is cheaper to buy as has no grate to burn coal. If only burning wood it burns best in a woodburner only as there is more room for the wood as there is no grate.
A multifuel stove would be the most popular.
When viewing a stove check that the door(s) close and open nicely and that the welds or castings have a good fit/finish, and has good door rope seals. Basically have a good look. Ask about the length of manufacturers guarante as some are only a year and some a lifetime. Ask where the stove was made and to what standards, BS en etc. Ask about the availability of spares for your stove and the various prices. Grate, door glass, firebricks etc. Compare different stove manufacturers and try to buy a known make. Try and see a lit model of the stove you like and get the shop to demonstate the controls and use. Ask friends and neighbours for their stove recommendations and installers/merchants. Most stoves have Airwash to keep the stove glass clean. Some stove manufacturers have secondary burn at the rear of the fire. A tube with holes in it that ignites the gasses for a more complete burn. Nice flame picture with this feature
Plumbing in. A quide
Always seek quidance or better still employ a plumber!!
Your boiler stove must be installed on an open vented system. The main important items are:
Feed and expansion tank (a tank usually in the loft to supply cold water to your radiators)
Gravity circulation to hot water cylinder. This is where the cylinder is higher than the stove and the water circulates itself through the large 1 inch pipes. The water in the boiler and pipework get hotter and therefore less dense and therefore rises up to the cylinder and the cooler water being heavier sinks down to the stove and then repeats itself and creates it's own circulation.
Heat leak radiator. Used on the gravity circuit as well. In the event of a powercut the hotwater in the stoves boiler would have somewhere to dissipate the heat to the heat leak radiator without the need for a pump. Especially if the hot water in the hot water cylinder was already hot.
Safety valve near the boiler. If the feed and vent pipe were to get blocked it's an extra safety device. Spring loaded to discharge boiling water and the water that was lost would be refilled automatically by the cold feed and expansion tank, thus cooling the stoves boiler.
A pump to circulate the water around the radiators controlled by a pipe stat to limit the condensation on the back boiler. Pipe stat to be set at no less than 40 degrees.
If purchasing a boiler stove consider a thermostatically controlled model. The thermostat self regulates the air supply (opens/closes the draft) and saves you regulating the temperature of the radiator yourself manually. It has a dial with different settings. A lot less work for you

Just add fuel and leave the stove to regulate the heat output itself.
Cast iron or steel stove?
Cast Iron stoves have a number of advantages.
Can be made into interesting shapes
retains and radiates heat long after the fire is out.
Disadvantages are.
Take a bit longer to heat up.
Heavier to move.
Cast iron can crack.
As the stove is made in sections and bolted together the seals and joins can leak in air.
Steel stoves.
Advantages.
Heats up quicker
More airtight as steel body is fully welded.
Can resist high temperatures.
Lighter to move.
Less fragile.
Disadvantages.
Does not retain heat once fire is out.
Can distort and split.
Can't be made into nice shapes like cast iron.
There are simply loads of stoves to choose from.
This site has reviews of different stoves by owners.
www.whatstove.co.uk
Don't forget that stoves should be fitted in accordance with building regulations and stove manufacturers instructions.
Don't forget the required air supply. Either direct air supply to stoves with this feature or an air vent into the room. The size required will be in the stoves installation manual. Don't forget to fit a carbon monoxide alarm in the same room as the stove. Mandatory in the UK now and could save your life.
If you are not competent in the installation seek the services of a stove installer!!
Please feel free to add anything that I may of missed
Stove Fan
Mods, please edit if needed