I recommend going to any big baby shop or department store and having a play around with different models. Don't be afraid to let the staff tell you about various things and don't look at/think about prices at this point. Yes you'll get the sales spiel, but that's OK because you'll find out about features you had no idea existed (like the ability to convert to a double, or whether the carrycot can be used for sleeping)
From this you'll get an idea about the differences between various pushchairs and what kind of features they have. Identify which features are important to you. You might also have ideas already like "I want to take it off road" or "Not too many complicated parts" or "Compatible with a car seat".
Then you can start searching through websites where you can sort by price and see where the price range begins for the buggies with the features you like. Write down the names of any that you come across. Keep looking until you hit twice the price of the cheapest one. Now - you have a longlist which you can start researching. Look at the manufacturer's website, look at review sites. Doing this you'll come across other pushchairs with similar features so add them to your list as well. You can then start whittling down, go back to the shops, try them out, compare one with another, check second hand sites regularly to see what comes up often. If you do all of this early enough then you can finalise your shortlist as the cheapest, most basic one you'd be happy with, then a mega-dream one you'd get if money was no object, and an in between model or two. Keep looking out for the dream and in between models in sales, in buggy events, on second hand sites. If you get to about 30 weeks and still haven't found one at low cost, assess your budget and see whether you can go for one of the in betweens or whether it has to be the cheapest possible, and make your order.