You've got some terrific advice already, but I'll just share my thoughts on what I bought:
We went through maybe a dozen strollers of all kinds before I finally landed on a jogging stroller. The one I have has several drawbacks- the bar in front does not lift up and over to one side so you can easily put your child in and out. It is a stationary bar, and now that my son is 25 lbs, it is hard for me to maneuver him in and out of the thing with that bar in the way. I'd try hard to find one where it won't be a pain to get your child in and out when they are older. - the cup holders up at the top where I am are never the right size no matter what cup or water bottle I put i there. The cup either won't fit or it it falls out when we go over a bump. Look for one with deep cup holders. - The front wheel wobbles a lot. Doesn't seem to hurt anything, but it annoyed me until I got used to the sound and feel of it. -Like every other stroller I've ever seen, it does not offer adequate sun shade.
What I do like about my jogging stroller - the shade has a plastic peek-through window, so I can see my son whenever I want, and fold the window cover over the window to help keep sun off of him. -The handle is adjustable which is great for all the hills we have here. -It has a safety harness that adjusts from pretty small to pretty big. -It has a snack tray for my son, and a small snack tray up top for me. -It has good under-seat storage, and a small storage pouch higher up. -Heavy duty material and velcro closures. - Easy to maneuver, even one-handed.
Now for us, getting a bike trailer that could also be a stroller was important too, because my husband bikes a lot and I am not able to bike because of old injuries. We picked one up from one of our local stores, either Wal-mart or Shopko, I can't remember which. I absolutely love it because it coverts so easily and there is a bug screen and plastic shade screen and it seats two toddlers comfortably, and whatever they drop doesn't get lost forever, it stays in the buggie on the floor. Ours has good safety harnesses with padded straps and the head hight is good enough to accommodate the bike helmets they're supposed to wear. It's really easy to get a kid in and out of.
Drawbacks- no cup holders or snack trays. -When we're going up a hill, it seems like the weight triples! -It's sort of wide, so going through the door to the post office is a little tricky.
We've really enjoyed having both our bike trailer and our jogging stroller. I'd just recommend that when you're shopping , take a list of all the features you want to have and the ones you want to avoid.
:) Happy strolling/biking.