Zone hardiness - If a plant is not suited to your growing zone, don't try to make it work, because it will cause you more trouble than it is worth. Shopping local garden centers is your best bet. Look at what others are using.
Sun requirements - This is especially important if you are planting shrubs under trees. If they do not get enough light, they will stretch, and not provide decent coverage.
Mature size - Make sure the plant will fit into the space where it is planted, and perform as needed. Check mature height and width to assure the best fit.
Spacing - This determines how many of each plant you will need. Not spacing windbreak shrubs properly can cause them not to grow properly. Putting plants too close together can shorten their life.
Water and feeding requirements - Native shrubs and trees are best for a windbreak due to their being no need for supplemental water or feeding once they are established. Make sure you do not plant something that needs moist soil in a dry environment, or vice versa.