Decide what size bed you need. If you have a partner, bigger is generally better, as the more room you have in bed, the less you will tend to disturb each other's sleep. Consider also the size of your bedroom, as well as the width of any hallways and door frames that you will need to maneuver the mattress and box spring through.
Visit a mattress store with your partner, if you have one. If you go without your sleeping partner, you may choose a bed that is not comfortable for the other person sleeping in it.
Talk to a salesperson about your needs. Let him know the position that you sleep in, whether you have asthma or an allergy to dust mites, and your price range. This will allow him to point out beds that may suit you.
Try out the various types of beds. Take off your jacket and shoes, and plan to lie on each mattress for at least 10 minutes. Try soft, medium and firm mattresses made from different materials, and try the positions that you typically sleep in, whether that is on your back, stomach or side.
Purchase a pillow top or overlay to soften your mattress if desired. Ask the salesperson about the different options available.