There are several good payment gateways available, but the fees can vary quite a lot. Some have no set-up fees or monthly ongoing costs, but the individual transaction fees will usually be higher to compensate for this and of course, vice versa.
You need to consider the overall costs to work out which is best for you. This will of course depend on volume and total of sales. You also need to consider what your shopping cart will integrate with and vice versa. Most popular shopping carts and payment gateways are compatible these days but it is always worth checking just to be safe.
You might also want to consider the range of features and benefits of each payment gateway solution as some may offer useful features for you and your website and of course your customers. Then again, you might need something more simple and don't need to pay for all-singing-all-dancing solutions.
Consider the fraud and chargeback elements too, and what measures they offer to protect you from customer chargebacks and fraudulent transactions.