First and foremost, decide on the feel, look, mood.. whatever you want to call it. Like Branya said... When you picture your dream day, what do you see? Most brides, but not all, on here are looking at Mexico or places in the Caribbean. But you could really do ANYTHING.
Have you and FI travelled in the past? What sort of places are you drawn to? Do you like places with history? Bustling cities? A great night life? Serene waters? Adventures? .... and on and on!
For us, we wanted to go somewhere we had never been before, and relaxation and wow factor was SUPER high on our list... for that, we are sacrificing some night life and accessibility to shopping, etc. (Not that important to us, but is to some). It is also more expensive than, say, Mexico, but we have been to Mexico before (and loved it!) and thought, if there is one time to splurge, this would be it.
HOWEVER, it does make travel a b**ch since it is longer, and has a stop over...
BUT we do get to get married on an island with an acclaimed beach where the only thing there is our resort.
So, decide what you want, prioritize, see what you are willing to give up... then google and search and flip through travel books and talk to everyone you know. And look on here! Haha!
Good luck and have fun!