1. Avoid glass lenses for obvious reasons. That's no problem these days with various plastics pretty much universal.
2. Be sure the frame has a "closed bridge" nosepiece. A lot of frames have nose pads and they leak air (and bugs).
3. If you can get glasses with interchangable lenses, be sure to get a pair of clear lenses. You may have to ride under very overcast or even night conditions.
There are a wide variety of fashion sunglasses sold as sports glasses in an enormous range of prices. Some of the boutique glasses are absurdly priced. Performance and Nashbar have some reasonably priced fully functional house brand glasses. Also, Campmore had a great range of good sunglasses at closeout prices.