I think the right pram/pushchair for you depends on how and when you're going to use it. For example, if you're going to be getting on and off public transport a lot you'll want something that's easy to fold and doesn't weigh too much etc. Remember if it feels heavy in the shop it's going to be worse when you have a baby and shopping in it!
I looked at travel systems to start with but in the end went for a Mama's and Papa's Pliko Pramette which can be a pram or a pushchair and folds down really easily and doesn't weigh much.
The downside is that you need to buy a seperate car seat but we bought one that does from birth - 3yrs rather than go for a a carrytot style that only does up to 9 months (and costs around £60) and then have to buy another one for another £100 or so.
Lisa's advice is very good, go round a few shops and ask about different types and pros and cons but I'd also ask mum's what they think. If you see someone with a pram that you think you like stop and ask them about it. They won't mind and who knows better than someone who has pushed a baby round in it/