Firstly, you should know your own skill level. If you are a beginner, This group needs as much help as possible. Believe it or not, that often means less equipment, not more. You don't need to go through an extensive fitting program, because you really don't know how to swing yet. Ask for clubs that fit your strength and general posture when you stand to the ball properly.
If you are an intermediate, You can have your pick of any clubs you want, but I'd focus on forgiveness. You want your misses to stay in bounds. Most companies will be happy to tell you which of their irons are most forgiving. And if you are already an advanced golfer, you are still on the verge of being able to play irons that mix perimeter weighting with a more traditional-looking blade design. Don't make the switch, however, unless you believe you are being held back by your current equipment.
Secondly, you should know what you need. This is quite important, isn’t it? Most average golfers swing clubs with shafts too stiff, and they are continually fighting the club, trying to produce that one shot out of 20 in which everything comes together. How do you know the shaft is too stiff? If you can't feel where the clubhead is during the swing, this may be one consequence, but again, it's what feels right to you. You want to feel in control of the clubhead.
Finally, you need to use the clubs with proper lie angle. In other words, you need to customize your clubs into your proper specs. Ideally, the sole of the club as it makes contact with the ball should be level with the ground. If the toe is up, then well-struck shots will go to the left and you will need to flatten the lie. If the toe is down then well-struck shots will go right, and the lie needs to be more upright to correct the flight. Make sure you're being fit for your swing, not just your setup.
These are just 3 of the most important things you need to know before buying the clubs. Actually, you also need to consider the price of the clubs you buy if you are tight on hands.