Headphone capability is a major consideration. Some detectors offer their own headphones in the accessories package. Other models have Bluetooth capabilities to sync with your preferred headphones. In high-noise environments like the beach or near traffic, they can be instrumental in detecting even the faintest signal emitting from the device.
Some detectors are offered with accessory kits, with anything from soft cases, pinpointers, headphones, shovels, trowels, other hand tools, and extra coils. You will certainly need most of these items, as the tools necessary for a smooth treasure hunting session are highly-specialized. To purchase these crucial items a la cart could prove to be pricey. For a beginner, I would advise purchasing a mid-range detector that comes with accessories. If you fall in love with the hobby, you can upgrade these as needed.