The most important thing to do is to have a clear idea as to what you are going to use the drill for. As computer geeks say, GIGO.
The "Hole Hawg" drill, and it's clones, have a couple of advantages. Besides having lots of power, the general shape allows them to fit between studs, and actually is well balanced, allowing pretty good control. The best part, however, is that the type of gearing used seems to prevent drilling forces to be transmitted back to you; this really helps with control- especially when the bit hits a nail.
The other drills have the advantages of fitting into tighter spaces, and being much easier to lug up a ladder. But, when the bit grabs, you're going for a ride!
When in doubt, or considering a new type of tool, my practice is to go to the local Cheap Import place and buy one. I use their POS to both proove the concept, and to learn which features are important to me. When the El Cheapo has done it's part, then I save up for a quality tool of the type I prefer.