Look for plastic stabilizers in the thumb and small finger. These will maintain the shape of the glove. The way to tell if the glove has stabilizers is to flex the thumb and small finger.
Price is a good determinant.
If you are investing more then the manufacturer is not going to take chances that you will be unhappy. Some cheaper gloves use pigskin on the inside to reduce costs. Pigskin doesn't have the same durability as cowhide. If the glove has real sheepskin on the back of the wrist strap, it indicates a quality glove. More and more gloves are using artificial fleece.