I think that Wacom is the 800-pound gorilla in this market. I've used both their Bamboo and Intuos3 tablets. The Bamboo *appeared* to not have enough pressure levels (it has only 512, the Intuos3 has 1024, and the new Intuos4 has 2048). In another painting program I found the circles would jump from size to size, rather than graduating in size smoothly. But that may have been my ability, since I was really new to it. Also, the Bamboo does NOT have pen-tilt sensitivity.
It's worth buying your tablet from someplace where you can return it, if you don't like it (but BE SURE to use it for several HOURS before you decide). The first tablet I ever tried was a 6" by 8" one I borrowed from a friend, and I didn't like the way I was always having to move my hand what felt like a very far distance. I bought a 4" by 6" one, and have been very happy with it. But other people would feel cramped at that size.
It's worth noting that it took me quite a while, probably a couple of weeks, before I felt "natural" drawing and working with the tablet (note: I only do this as a hobby). At one point I was doing some image editing, and discovered that I'd internalized the feel, and so I was just putting it exactly where it should go, like using a pencil. Up to then it felt weird. I've seen a fair number of artists elsewhere saying that they tried a tablet, but it never felt this way... but in every case (so far :-) they didn't try for more than a day or two.
WARNING: ArtRage can cause serious loss of time, and excessive smiling! Use with care! Frequently!
“All creativity is an extended form of a joke.” – Alan Kay