The quality of the hair and the cut of the brush are also important. This is where most of the quality can differ between brands and price points. The most expensive brushes are hand shaped, meaning they do not cut the end of the bristles. This keeps the brush softer and more comfortable on your face. Bristles that are a blunt cut can be a little more "scratchy" on the face.
That is getting technical- but it is the truth.
Synthetic brushes can differ in quality based on the brush fibers used as well. I personally like nylon and taklon brushes the best as they hold up well.
Shape is important because each shape gives you a different outcome. The longer the bristles, the softer the application. The shorter the bristles, the more dense the application. This also goes for density of the bristles. A brush with a lot of fibers or hairs that is more dense in nature will result in a heavier application of product. The more loose or flimsy the bristles, the less product applied.
Last there is the handle and ferrule. Handles are usually made of wood or plastic. Makeup artists prefer wood handles because of the balance of the brush. Ferrules (the metal part between the handle and the bristles) can be made of aluminum or nickel usually. Stronger metals hold up better and therefore are sometimes more expensive.
Get brushes that you think feel good in your hand and on your face. You can always ask a Sephora cast member for advice on brushes and what you need in your collection based on your specific makeup routine.