The main thing is making sure you get one species and stick to it. You don't want interbreeding. Some different species can interbreed, some can't. If you have a red strain cherry shrimp that breeds with a blue strain, you are gonna end up with some ugly looking babies. (they won't come out purple, LOL)
Also, if you're thinking about keeping ghost shrimp it's best to keep them species only, because most say they are vicious and will kill other types of shrimp.