It depends on whether you want to display text, and if so, how? (Typically x characters by x columns)
vector graphics and if so, monochrome or color, and also the speed you need. Also, whether you need input capability, i.e. a 'touch screen' and even there there are multiple kinds, some can input multiple spots at the same time (multitouch) and I think some may even be able to gather a bit more info as to whats there, for example, I don't know how it is done exactly but some displays can even register the tilt of a stylus.
For the PI's onboard 3D acceleration chip to work you may be limited to using the "display connector" or HDMI.