The biggest thing that I can't believe that no one has mentioned - hard drive SPEED!!
Don't get a laptop with a hard drive slower than 7200 if you can. My work laptop has a 5400 drive in it and it just kills the performance of the laptop. This is where a lot of laptop manufacturers cut corners. I have even seen some new laptops with hard drives SLOWER than 5400!
You are also going to want to get the 'desktop replacement' type of laptop, and not the smaller laptops out there. Go for performance specs if you are looking to test out SQL Server.
Also, after you get the machine, max out the memory.
Send me a personal message and I can direct you to a website that gives just about the best deals on laptops that you can find. I have bought a bunch of stuff from them and am very happy with the results.