Im guessing you are going for a digital camera.
You may want to get a cheaper beginner's camera but I personally think that you should go a bit further and invest for the future.
Firstly, CCD sensors are better than CMOS sensors and although they are a little more costly, you should go a CCD sonsor.
Megapixels is the measure of resolution that reflects the ability of a digital camera to record detail. The higher the resolution the more detailed the picture is. Although many cameras can record up to 10 megapixels, I find that even a 2 megapixels images is quite detailed.
Almost every digital camera has zoom feature, but watch for for digital zoom. Digital zoom, simply enlarges the picture using the CPU and this can result in a blurry picture. You should go for a camera that has optical zoom as well as digital zoom. Unlike digital zoom, optical zoom, keeps the image sharp whilst the object is zoomed in.
Next thing to consider is the weight and size of the camera. If you want to have a light camera, you may want to choose cameras that uses a unique rechargeable battery, these batteries are often smaller and lighter then traditional AA batteries.
If you want to photograph high speed trains (Not nessasarily HST's) you may also want a built-in sports mode setting for capturing high speed motions. This reduces the motion blur as it uses a higher shutter speed.
By all means, look around and see which one you like and ask if in doubt.