Drills are amazingly useful. They're so useful that you should make every effort to buy one that's cordless. That way you'll be able to use it indoors and out, on driveway projects (the ones where you're making more of a mess than your garage can handle) and in areas like the roof, where dragging a cord around is a big inconvenience and a big opportunity to trip and fall.
Cordless drills come with a number of features, but the biggest determiner of functionality is the amount of torque a drill can bring to the task you're performing. The power comes from a battery mounted to the drill's base. The larger the battery's voltage, the more power the drill will have to do the job, like drilling holes in hardwood. Bigger is better, but it's heavier, too, so if you're dainty, or your upper body strength is limited to hoisting a turkey leg at the fair, test any unit for comfort before you buy it.
Pay attention to the battery pack and the drill manufacturer, too. Some brands will have a battery that fits multiple devices, so you can build a nice collection of tools that run off the same basic power source.