People who research coins, what do you research?

I like to think I do pretty thorough research but I know I can always improve. What all do people research to determine if a specific coin is worth buying?

Bonus quote: “All men dream, but not equally. Those who dream by night in the dusty recesses of their minds, wake in the day to find that it was vanity: but the dreamers of the day are dangerous men, for they may act on their dreams with open eyes, to make them possible.”

~T. E. Lawrence~