How to objectively evaluate torque wrenches?
Following on from Wayne's answer, there's a few things to consider:


beam and needle, beam and dial gauge or set torque type? Needle ones are cheap and robust but not very accurate or easy to use, dial gauge is the fragile, expensive and accurate version of needle, and set torque ones are more fragile but not necessarily more accurate.
how easy it is to set the desired torque, assuming you buy a set torque one.
accuracy. Both how much accuracy you need, and how well the device keeps its accuracy.
how robust it needs to be. If it's going to kept in it's protective case in a cupboard, and only used by you then any of the above will work. But if you'll be using in shared workshops other people will borrow it, so the beam-and-gauge type will not be ideal.


I only use the set torque ones because I often find that I can't easily see the dial/gauge when I'm using the wrench. My preference for evaluating accuracy is to pay of access to a decent torque wrench and do a straight comparison by hooking them together.

Edit: Wikipedia article. Pics with labels from hhh's comment:

Beam and needle type torque wrench

 

Beam and dial gauge torque wrench (used to get these with a mechanical dial, modern ones are all electronic - for the price you expect as much)



Click set type torque wrench - there's a scale and twist to set handle on the end of the shaft.