For me, two big conveniences are headphone out and USB recording output - both of which need to be active at the same time. I have an audio interface, so USB recording isn't a requirement, but it sure is pleasant, especially if it provides extra tracks.
I come down on the "no built in expression pedal" side, but I do like lots of knobs and switches on the unit. So the FM9 and Tone Master Pro work for me as full size modelers go. Line6 hasn't hit that sweet spot for me yet.