I assume you are looking for an upscaling DVD player, i.e. one that outputs HDTV. The first thing you’ll need to check is what type of inputs your TV or display supports. HD connections include HDMI, DVI, DVI-HDCP and Component as well as VGA for projectors and some HDTV LCD and Plasma displays.
If your TV has a DVI input and does not support HDCP, you will need to make sure that the DVD player you get also lacks this feature, otherwise the DVD player may restrict its DVI or HDMI output to standard definition TV, which would defeat the purpose of going for a HD-upscaling model. Otherwise if your TV has component video inputs (but not DVI or HDMI), you will need to make sure that the DVD player supports upscaling over component.
So far, the only player I’ve used with HD upscaling capabilities is the NeoDigits HVD2085, which features 720p, 1080i and 1080p output over component and HDMI (or DVI with HDMI->DVI cable), lacks HDCP (means it will work with any LCD and HDTV display regardless of HDCP support) and supports pretty much every TV and speaker system / configuration that I’ve ever come across. However, I’m not sure how its picture quality compares to other HD upscaling DVD players.
Note that any DVD player that features 720p output indicates that it supports progressive output, at least at its 720 line mode, since the ‘p’ implies progressive. The ‘i’ implies interlaced, for example 1080i output means 1080 lines interlaced.