Digital image stabilization is most popular. Optical image stabilization is more expensive but offers better image quality. Almost all camcorders have a built-in microphone. Some have two microphones for recording stereo sound. Higher-end camcorders have external microphone connection for connecting a better quality or a specialized microphone.
Some camcorders have wind filters or are recessed for decreasing the wind noise.
Most camcorders let you review recorded tape. LCD screen can be very helpful here. In addition, some let you have a quick look at the tape in a record mode. These are fun to play with but some people can get tired of them after few uses. Digital camcorders are at the higher end of the price range but continue to slowly come down in price.