Steve07's post gives you a lot of things to watch out for. The hard part is finding the info you need to make the best choice.
When I put a windshield on my Sportster I just couldn't seem to find the information that I needed to make a good choice. Finally, I got so frustrated by the whole thing that I bought the HD Quick-Release Detachable Compact windshield. It has a published height of 18.3" above the the headlamp. It turned out to be about the right height for me. I'm 6' tall with a 31" inseam so I sit a little bit tall in the saddle. Here's a link from Clearview that
might help you determine the correct windshield height. At least it gives a method that obviates how tall you sit in the saddle.
Choosing The Correct Height Shield
Also, remember that different windshield manufacturers measure windshield height a couple of different ways.
That HD windshield had an outstanding quick release clamping system. But, there are other problems you need to think about as well.
Air turbulence behind the windshield
The HD windshield I bought did cut down on the wind that was hitting me in the chest by a lot. It did stop most of the large bugs (I hate high speed grasshoppers). The occassional bug still made it over the top of the winshield. What it really did was create unbelievable turbulence behind the windshield. It did not match the angle of the forks and there was very little adjustment for the angle. Not enough to do any good at all. It could only be adjusted up and down about an inch. I had turbulence behind the windshield that would shake my glasses so hard I had trouble seeing.
After looking at lowers quite a bit (Rifle, Memphis Shades) I finally rigged up some windshield lowers of my own that improved things somewhat. At least enough that I could live with it.
If I had it to do over again I probably would just buy the Memphis Shades windshield, with lowers, in the first place.