Many factors can affect how a neck feels, and personal preference can be a big decider here. What type of music are you looking to play? People who like playing fast tend to prefer thin necks (measuring from fretboard to the back of the neck), a flat profile on the fretboard, and possibly a wide neck (from one edge of the fretboard to another) to allow for fast moving and sometimes clumsy fingers to operate without hitting other strings. Wider necks also allow for more exaggerated vibrato without colliding with other strings (although as skill improves guitarists learn to work around their other strings).
Bluesier players, especially slide guitarists, tend towards more arch in the fretboard, for better string selection.
Another important indicator is, how consistent is the action (distance between the string and the top of each fret) from the nut to the bridge? Cheap guitars (especially the old Silvertones, Kays, and other Sears-catalog garbage from the '50's) would have super-high action towards the sound-hole, and very low action towards the nut, making playing the upper registers very arduous. A nice neck will have consistent action top to bottom. Lower action tends to allow for faster playing, but too-low action can cause buzzing and sound crappy, as well as detract from the ring of the guitar's sound.
Fatter necks will resonate better, and heavier headstocks will resonate better and have better sustain; Neck-through bodies will have the best resonance, followed by set necks (on quality guitars, anyway) followed by bolt-ons. Wood type will have a great impact on the resonance of a guitar as well, and an extremely high-quality wood will have excellent resonance, and light weight. This comes at a price.
Older guitars are more expensive in part because they are made of high quality woods that have been harvested, in some instances, to extinction. Also, nickel rather than steel parts will also sound better as they have more resonance. Older guitars used more nickel because, back in the day, nickel was cheap to work with. Now it is far more expensive so many guitar companies use steel instead.
The best indicator is feel - I understand bolting various necks onto a guitar and comparing them sounds silly, and it is - but how it feels in your hand is the ultimate decider.