Photography is all about light, but the world doesn't always provide it. You're going to need a flash.

Even if your camera has a built-in pop-up flash, you should consider getting a more powerful flash unit. While a built-in flash is convenient, they lack the power and versatility of a larger, hot-shoe mounted unit.

The first flash to consider is your camera manufacturer's own brand-name flash. Third-party flashes might save you money, but they often lack features of a brand-name flash. If you go third-party make sure you aren't sacrificing compatibility for a few bucks.

TTL

One of the great advancements in flash photography has been the advent of TTL (through the lens) flash metering. With TTL flash metering, your camera tells the flash exactly how much light to put out. Once the correct amount of light hits your subject, the camera turns the flash off. This all happens in milliseconds, providing for highly accurate exposures.

Power

The power of a flash unit is listed as the guide number. The higher the guide number, the more light the flash is capable of throwing. A professional quality flash will have a guide number approaching 100 (in feet). The typical built-in pop-up flash has a guide number around 40. The more power your flash has, the more options you'll have using it. A more powerful flash can illuminate subjects further away, and can throw out enough power to bounce the light off walls and ceilings for softer lighting.

The Bounce

Lighting with direct flash (pointing it straight at the subject, say from your camera's hot-shoe) produces harsh light and distracting shadows. By pointing your flash at the ceiling, or a wall to the side or behind you enlarges the light source and softens the light. The best flash units have swiveling, rotating heads that allow for more flexible lighting.

Advanced Features

Some manufacturers offer flash units that can be triggered wirelessly, allowing for more creative placement of your flash.

If you're expecting to use your flash often, consider an external battery pack. These external batteries provide for quicker recharge times and power your flash longer than its own batteries.

Conclusion

You get what you pay for when it comes to flash units. Make sure your flash communicates well with your camera, and adjusts to the camera's settings automatically. TTL metering is a must. And for general purpose photography, I would highly recommend a flash whose head can be rotated and swiveled.