It comes down to what you want and how much you want to spend. Primarily, consider what you are going to do with this thing. If it's going to sit in your home hooked up with a midi cable to your computer then you will probably buy something very different than if you plan to travel with it every weekend and hook it up directly to an amp. For me personally, I was in the $400 price range. I needed midi out and I wanted a nice hammer action feel. I went to a keyboard store here locally and tried literally dozens of keyboards. In my price range, the Casio Privia felt the best. In fact, to me, the $400 Privia felt better than all of the Yamahas in the $800 price range. Does this mean that Casio is "better" than Yamaha? Absolutely not! To someone else, I'm sure those $800 Yamahas feel better. And maybe they produced better sound... I don't remember because I didn't care. Moreover, when you start to get in the $2000+ range, the Yamahas are awesome! Hands down. I would love to own one, but I'm not spending that much money on a keyboard. At least not right now.
So it comes down to what you need. Unless you are willing to spend $4000 on a keyboard, you're going to have to make a trade off somewhere. So figure out your needs and your budget, and then you can make an informed decision. And if you voice those needs and that budget, people here will be able to help you out, too!
Good luck! It can be rough at first, and maybe you won't get every feature known to man, but in the end, if it works for your needs, then it is "the best"!