There is great advice from the previous posters. My only two cents is to add that Titleist, Cleveland, Ping, Taylor Made, Callaway all make great sand wedges. Bounce and loft are the key, so between manufacturers within the same loft and bounce specs you just need to find something that looks and feels good to you. Cleveland has a little heavier head feel than Titleist.
What's hard about buying a sand wedge is the relative difficulty of "try before you buy" and also finding the right bounce for varying turf conditions throughout the year. Sometimes green approaches get soft and mushy in front, yet there are times when we are playing off firm, tight lies near the green.
As others have noted, high-bounce wedges are best avoided in Texas because they will kill you in firm sand and firm turf.
If you are in Houston, I think Swanson's has a few Titleist demo wedges where you can take them out to the short game area and try them.