The basics are covered in all ranges...cooking and baking...but many offer more, even at lower price points. You will want an easy cleaning back splash made from porcelain or glass rather than the painted options that can scratch with minimal seams for catching errant food and splatter.
The oven size depends on your cooking/baking needs. If you are kneading four loaves of bread at a time, four or more cubic feet of actual oven space becomes a necessity.
Then there is the whole area of convection. A convection oven, available in both gas and electric, works by forcing heated air around the food, similar to a rotary oven but with less time and less space. These save time and energy as the food cooks more efficiently and faster, 25% to 30% less heat in 20% less time. Less food shrinkage and even cooking are also pluses, but watch out for a decrease in oven square footage...the fan necessary for circulating the air can take up more space than you realize. Combine convection, microwave and regular thermal heat and you have a new cooking technology, available in some high end models, that cuts cooking time and energy output.
Most ranges offer a self cleaning option where the oven heats to a very high temperature to burn the inevitable dropped food and turn it to ashes. There is an automatic door lock during this operation to keep the heat in and you out of the oven. Once the cycle is done, and the oven cool, you just brush out the remnants.
A timer that allows you to delay cook start time might be a necessity for those on a schedule. Just keep in mind that it's not a healthy idea to keep most uncooked food in a cool oven. Look for an oven light, temperature probe and oven window. Look for at least six rack levels in the oven for flexibility. This is particularly helpful when you are looking for that just right broiling level.
A warming drawer is becoming more available on medium priced ranges. This allows you to keep your foods hot while others are still cooking or to warm your platters and bowls for optimum taste. When not in use, you can use it to store your pots and pans.