When I'm shopping for a steel rule (or set of rules), there are a few features I look for. First, I stay away from any rule that has stamped markings. You'll find these in hardware stores and home centers. The markings are simply pressed, or stamped, into the steel. Usually, there's no ink applied to help you see the markings. And even if you can see the markings, they're so wide that taking an accurate measurement involves a fair amount of guesswork. With stamped markings, the line is too fat to make an accurate determination of the measurement.
The best rules use lasers to etch the markings onto the steel. Doing this creates a hairline at each division, so making precise measurements is easy — it's either on the line or it isn't. But to make these fine markings even easier to read, look for the rules where the etchings have been inked so they stand out.
The rules I keep near my table saw and router table at all times also include a handy feature you won't find on a lot of rules. The ends of the rule are marked in 1/32" increments. These are perfect for setting bit and blade heights. As a matter of fact, I also keep a 6" rule in my apron pocket so it's always at hand.