Features I look for when shopping for keycap sets:
Mini spacebars for split-spacebar keyboards, including Alice. I'm pleased that these have become more common, but I still sometimes have to turn away from an otherwise attractive set that didn't include them.
SUPER keys (my preference as a Linux user). . . or META, CMD, SYSTEM, ⌘, ◆, or even suitable novelties, but definitely not WIN or (worse!) the Windows® logo.
CODE or COMPOSE or SYMBOL keycaps that I can use for my. . . compose key. Some sets use CODE in place of SUPER, which is tauntingly unhelpful because I need both. And incidentally, I dream of someday seeing a keycap set with the actual, official, international composition symbol: ⎄
I want location bumps or dimples on F and J, please. And the 5 on the num pad too, while we're at it. Not some subtly different "scoop" that I'm hopeless to distinguish by touch.
Secondary legends on the number pad keys! You know what I mean. . . The arrows, Home, End, PgUp, PgDn, Ins, Del. I guess they are considered antiquated now, but they still work in Windows and they still work in Linux. (They never were a thing on Mac, AFAIK.) My ideal is a "southpaw" keyboard like the recent Keychron Q12 or the Q14 Pro with the keypad located on the left side, and all those nav functions available to my left hand. I can still find keycap sets with these legends printed, but it's turning into a bit of a hunt. Once again I find myself turning away from set after set that's otherwise attractive to me but lacks these legends.
Lately I've been seeing sets that include three media keys: MUTE, VOL DOWN, VOL UP. Which of course are the exact functions most people will already have mapped to the encoder knob that more and more keyboards come with now-a-days. I'd much rather get PLAY/PAUSE, PREV and NEXT keys to put beside that encoder knob.
And finally. . . Can we get CAPS LOCK and NUM LOCK keys that indicator LEDs can shine through, please? I really like being able to glance at my keyboard and tell if those lock modes are engaged. GMK have sometimes (not often enough!) produced keycaps with a transparent window embedded, and they work great, I loved those. I'm not too picky about exactly how it's done, though. Pudding caps, maybe? I'd be happy to even just get a couple of extra blank, fully transparent keycaps. I don't need no printed legend, I'm not gonna forget what those two keys do.