I have a humidor from Quality Importers that I bought on Amazon and it has a good seal. They have a few different designs and I've seen this brand at most of the local B&Ms by me. Other than the cold, dry winter months (and even then only the RH is only 2-3 off), it holds humidity to exactly at the Boveda packets I have in there so I'm pretty happy with it.
If you're shopping around in person, you can always try the dollar bill and light tests to estimate how good the seal is. Check the bottom of it, too. I've seen a few humidors that have really thin bottoms and a little felt that probably end up leaking humidity.
If you're not too concerned with aesthetics (my humidor is a display piece on my living room mantle), then a coolidor is the most cost-efficent route that offers the surest seal.
And I know it's your first humidor, but go a size or so bigger than what you think you'll need- you'll outgrow it quickly.