You have quite a few options available to you, but if you are unsure of which specific device you want, you will have better luck window shopping in Japan. Your needs will vary, but you should keep an eye on the different dictionaries in each device (some have more than others); this is probably the biggest variable. Probably the most useful function would be the JUMP function, which lets you jump between dictionaries and look up new words and characters you come across. The Canon Wordtank is a good example; I have a Seiko M4000 and it's fulfilled most of my needs when I used it.
One option that has become increasingly popular is the Nintendo DS software, because it lets you use the touch screen to input words and kanji you wish to translate, and it has a decent dictionary. I have this as well and it has pretty much replaced my Seiko, because the touch screen is so convenient. The other great advantage is the price of the DS and software is much lower than an electronic dictionary with a touchscreen, and there is a huge library of other games and learning aids available for the DS. Expandability is a beautiful thing.
Good luck in your search.