Start with what do you want to use it for and what expectations do you have with its performance. The camera isn't going to see through walls (like in Blue Thunder) or under insulation, nor are you going to be able to track an animal while it is moving in 99% of the cases inside structures. What it will show are "hot spots" where animals are bedding along with heat generated by electrical outlets, junction boxes, and lights as well as cold spots.
Then look at how you plan to use it and see if you want a monocular unit, small hand-held unit, or a large hand-held unit (it looks similar to a spotlight). So do you want it strictly for home inspections, field work, or both? One of the benefits of the monocular units are that you know what you're looking at versus using a hand-held unit (smartphone or standalone) where you may have to "point" the device at the general area and then look elsewhere at the screen.
Next, look at your budget as the better the unit is, the costly it becomes. This not only applies to the sensor, but also to nice add-on features like still images (thermal, jpg or both) and video. Prices will range from $150 - $10,000 and up and this is definitely an area where you get what you pay for.
In terms of companies, SEEK Thermal (the company Jack Ammerman was talking about) offers smartphone models and hand-held models. I did a review of the SEEK Reveal (under $400) in the January/February 2016 issue of WCT Magazine. The best know maker of thermal inspection devices is FLIR. They offer smartphone models, hand-held models, large hand-held models and monocular units. The FLIR Scout TR is a monocular unit I was able to get my hands on at SHOT Show and for $600, is a very nice unit. Others really like the C2 (under $700) as a hand unit which is readily available.
One last note on these units is pay attention to where the sensor is versus the view screen. Again, when using a monocular you point the device at what you want to see whereas with a hand-held unit, the sensor may be on the end so you'll be looking down at the screen (SEEK Reveal) compared to the C2 that has it on the back so you can see the screen most of the time while looking straight ahead.