Firstly, take a look at the material used to make the handle. Plastic is a good bargain and is very rigid. It is fine for occasional to regular use, being fairly heavy and providing less than optimum comfort if your hands get sweaty.
Foam is softer, just the same as cork. These are suitable materials if you hike regularly or intensively. Foam handles also absorb moisture better and ensure a good grip especially for those with sweaty hands. You do need to be careful about where you store them.
Handle shape is another factor that affects your comfort. There are straight, fairly smooth models, and other more ergonomic ones moulded to a hand shape to ensure a better grip.
Lastly, you'll see that some poles have been fitted with grips, just beneath the main handle, making it longer. This means you can vary your hand position, which is especially useful on slopes.