It's all a bit personal really. It depends if you want camo, whether you want a coat that opens at the front or a smock (both have their advantages) and of course whether you want to look smart (not necessary for an often solitary pastime, but nothing wrong with that), and of course how much dosh you want to splash.
Waterproof and breathable is very desirable. But bear in mind there's degrees of that. It's still hard to beat kit with Gore-Tex but a lot of manufacturers have their own lining that does it, if not quite as well (Usually they're waterproof, but the breathability suffers a bit and you can get a bit sweaty if you are exerting yourself). If you are going to go out when it's sheeting down, a hood is a good option to have. Mostly they'll zip off anyway. And go for similarly quality trousers too. Also consider whether you are going to be going through undergrowth or climbing fences and look for suitably robust material. Even the best material can come a cropper on barbed wire, but the better materials at least stand a chance.
Layers are the way forward too. I'd baulk at a coat that has a waterproof layer, a thick outer layer and thick quilt-like internal padding. Unless you're after Caribou in the Arctic Circle somewhere. Instead invest in a good fleece or similar mid layer and of course a moisture wicking T-shirt can be good too. Then it's mix and match depending on the weather.
I always like to see stuff in the flesh, but with most sales now being online, that isn't always possible.
If you stick with the known makes, such as Harkila (not as good as they were, but still up there mostly), Seeland (the cheaper Harkila but not necessarily the worser), Ridgeline, Fjallraven and Shooterking you'll be in the right ball park. Look for the trade supporters on here for Ridgeline and Shooterking stuff, you'll get keen prices.