I got a mag drill a few months ago and did a bunch of research. I'll share what I found out:
First some brand info that I gathered:
I didn't research Milwaukee or Makita. They both make mag drills but I wanted one from a manufacturer more geared to metalworking tools.
Fein: Lightweight and versatile, seem to have a decent reputation. They have a range from economy to premium. If you are feeling really spendy, check out their cordless mag drills
BDS Maschinen: German made and great reputation; again ranging from economy to premium. CS unitec rebrands these as the MAB series I believe. If you are feeling spendy check out their pneumatic mag drills and get a biiig air compressor to power one
Hougen: I think USA made? Again, I read and heard nothing but good things about them. You will pay extra $$$ for one with a coolant reservoir though.
Nitto Kohki: Ruggedly built and seemingly made to drill hole after hole after hole in a semi-production environment, especially if you get one with auto feed. Nitto kohki uses their own cutter design, and their shanks will not interchange with any other manufacturer's. You are limited to NK cutters only in your mag drill. The upside of this is their wonderful quick-change system which is rock solid.
Euroboor: I think this is the OEM for Fastenal MagBeast drills as well. Little known but made in the Netherlands, look out for good deals on eBay. I don't know much about them other than that.
Unibor: Made in England, offer some pneumatic options as well. The few things I heard about them were good; again since it's a lesser known brand look out for good deals on eBay.
In general, I would look for one with a coolant reservoir that can continuously feed your cutter with fluid. A morse taper spindle would add a ton of versatility as well, I wish for one on a regular basis. Auto feed is a very nice luxury feature and many manufacturers offer at least one auto-feed model, but those tend to be their most expensive models.