At this point, you should always get zwave plus devices unless there is a really really good sale on the Z wave classic. The most obvious advantages of zwave plus are longer range for all devices and better battery life for the battery powered devices. But there are other technical advantages as well, including “network wide inclusion” which makes it easier to pair devices which are further away and also somewhat improves routing efficiency.
After that, it’s just a matter of which features you want.
Check the specs carefully for max load
In the US, most jurisdictions require that in wall receptacles support up to 15 A. However, many plug-in pocket socket only support 10 A, and That’s usually the total load, so split among two sockets if they have two.
It’s very important to pay attention to this or you can create a fire hazard.
If the pocket socket will be in a location like on a kitchen counter or a bathroom counter where people may typically plug-in something of a higher load like a blender or a hairdryer, make sure you choose a pocket socket which can handle a higher load.
If it’s just going to be used for a table lamp, the lower load will usually be fine.
Energy Monitoring isn’t always a good idea
As I’ve mentioned elsewhere, I do not recommend using mesh protocol devices for real-time energy monitoring Of individual devices. You will increase the traffic on your network by hundreds of times and that can create lag for every zwave device you have. It’s OK if you have the device set to only report a couple of times a day and you are just looking at long-term energy uses. But if you really want real time energy monitoring, look for a Wi-Fi device instead.
How Many Sockets?
Other features which differ by model include the number of sockets, whether the sockets can be controlled individually or only in unison, and whether there is an additional USB charging port. (That’s unlikely to be controllable, but it can be convenient to have.)
Dimmable or not?
There are only a few Z wave pocket sockets which are dimmable because of fear that people will plug a small appliance into them, but there are a couple if you want one of those for a table lamp.
Other features
And of course the size, shape, and price can vary quite a bit as well. “Stackable” pocketsockets allow you to plug one each into both outlets of the in wall receptacle. Other designs may either partially cover the second outlet or will only work in the top or bottom outlet if you want to leave the other one clear. The socket may be on the bottom, the side, or the front.
Also, many of the newer models have an LED indicator which might be too bright for a bedroom. Check the manual to see if there is a parameter to turn this off all together if you don’t like it. 
And some have a very visible on/off button. This can be helpful when pairing, but is usually a bad idea if you have kids who tend to turn it off with the button. 
Finally, make Sure the device can support “beaming” if it will be the closest Z wave repeating device to a zwave smart lock. You can look at the conformance statement posted at the Z wave alliance site for any device to see if beaming is supported.
https://products.z-wavealliance.org
Some brand notes
Zooz has some interesting designs and are generally among the lowest price for zwave devices. This is the house brand for Thesmartesthouse.com and they have a representative who is very active in these forums if you have any questions.
Their newest pocketsocket uses the S2 security protocol and is quite popular.
Inovelli is another low-cost line with interesting features, but they are in the middle of switching over to a new factory and their new line will not be released until later in the spring.
There are lots of other brands as well, so you will have a lot of choices. 
(And a terminology note: in this forum, we usually call the plug-in devices “pocketsockets“ to distinguish them from the in wall receptacles as well as light switches and in-line micros.)
@TheSmartestHouse @Eric_Inovelli
