The trick to buying a nice garden hose is to look at the fittings at the ends:

Solid Brass Garden Hose Fitting - FemaleSolid Brass Garden
          Hose Fitting - Male

Obviously, you normally cannot see the portion of the fitting that's inserted into the end of the hose and clamped, but you can see the threaded parts.

The fittings shown above are the really good type.  They are made of brass, but beyond that they are machined out of a solid block of brass; sometimes these type are referred to as "rod brass".  They almost always have the flats around them so you can use a wrench to tighten or loosen them if you choose.  Although not visible in these photos, each fitting has a flat surface that contacts the rubber washer that seals the hose connection.

Believe it or not, you can actually buy these top-quality hose fittings at Walmart in a garden hose repair kit.  They're not even expensive.  It makes you wonder why anyone would bother fiddling around with cheaper fittings.

The next step down:

Cheap Garden Hose Coupling

Apologies that the color isn't right on that photo; the fitting should be brass-colored.

These type are likewise made from solid brass -- meaning there are no other materials involved -- but they're not made from a solid block of brass.  Rather, they are made by stamping a piece of brass sheet into shape.  Since there is no thickness to speak of, they don't have the flats around the edges for using a wrench; instead they merely have a knurling to provide some grip on the collar on the female coupling shown, and no grip at all on the male, you're supposed to grip the hose.  The surface inside where the rubber washer is supposed to seal is convoluted, as can be seen in the above picture; you usually can get it to seal, but it requires tightening the coupling securely and usually the rubber washer doesn't last too long.

All that said, perhaps the worst that can be said for these stamped-brass fittings is that they're pretty easy to damage.  With care, they often will last a good long time.  The reason to avoid buying a hose with these fittings is what they tell you about the hose:  It's cheap.  A good hose will have good fittings, not these cheap things.

There are now plastic fittings for hoses:

Plastic garden hose fitting

Yeah, even cheaper than the stamped-brass fittings.

I suppose I should also mention strain relief.  Many people tug on their hoses, which invariably results in the hose getting kinked right next to the fitting connected to the faucet.  Many garden hoses now come with some sort of strain relief feature intended to prevent this kinking and spread the bend out through the first few inches of hose.  On good hoses, this device is actually a metal coil spring wrapped around the first few inches of the hose.  On cheaper versions, it's just a plastic sleeve slid into place.  The plastic sleeve idea doesn't work too well, and usually just slides down the hose after a while and the hose kinks at the fitting anyway.

You can also buy hoses that are only a few inches long that are intended to add this strain relief feature to any hose.  They usually have that metal spring.  They work great -- but if you're buying a hose, why not buy a hose with the spring built in rather than buying the separate item?

I'll also mention hose sizes.  You generally can find hoses in 1/2", 5/8", and 3/4".  From what I've seen, the only excuse for buying a 1/2" hose is you want the cheapest hose you can find.  The better hoses all seem to be 5/8" or larger.  5/8" seems to be a perfectly good size for general use around a home; it's the most common size, which is important when you need to buy replacement fittings or splice kits or whatnot.  The obvious reason to get a 3/4" would be for more flow, but you might want to note that the piping inside your house that's providing the water to the faucet is probably 1/2".  The other plausible reason to go for a large hose is that you're going to be running several hoses linked together and the pressure loss adds up, so using a larger hose will result in more available pressure out at the far end.