John -
Some people focus on price, others size, others fit and finish, and others on the chocolate that is used to make the shells. Another thing to consider is availability - does the company you're buying them from have them in stock all the time? You'd hate to have a big production run in front of you only to learn that the dealer was out of stock for 30-60 days.
In the end, you want the product that works best for what you are trying to achieve. Personally, I focus on fit and finish (e.g., what are the seams like), and how even and how thick is the chocolate shell itself? I tend to prefer thinner shells (as I don't have any control over the taste of the chocolate).
Also take into account production considerations. Broken/sticking shells are another thing to consider and the thinner the shell the more delicate it is and the more vulnerable to breakage it will be in shipping.
My suggestion - try them all and pick the one that works best for you. The investment in starting up is not that huge, all things considered.
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clay - http://www.thechocolatelife.com/clay/