Besides providing enough support, a sports bra should feel comfortable mile after mile. A good sports bra doesn't chafe around the armholes or ribcage. The straps don't dig into the shoulders. The band beneath the breasts shouldn't bind or abrade. And a good sports bra wicks moisture from your skin so your breasts don't feel like they're baking.
Fit is crucial, too.
Fitting a sports bra is as important as fitting a shoe. A sports bra that fits well will feel snug but not tight. Anything less than that won't compress the breasts sufficiently. You can begin with this article. Last spring, we asked several women runners on our staff to test seven of the latest high-tech sports bras.