I'm not a big fan of Oakley - a lot of hype, very expensive, not that much better than the others. However take a look Here to get an idea of what is possible. (I think some of the shading is a little bogus.)Ignore the BS, learn the technology and the terminology.
Keep in mind that the color of a lens is what is reflected back to you and not how the world looks from the inside. Some lenses give you an advantage in a particular environment.
For instance, on snow, handling the blue will let you see shadows and contrasts that would otherwise look flat. Those lenses may look 'amber' but the snow is still white. Some tints will make a huge difference in low light situations in the woods.
If you wear glasses now you will want to pay attention to the curvature of the lenses - the 'base curve'. Ideally they will be the same. Typically they will differ. But minimizing the differences will make the transitions back and forth much easier.
Pay attention to warranties. Smith has a 'lifetime' warranty on frames, but not scratched lenses. This business is one of 'fashion' and frames models go away pretty quickly, meaning that stack of interchangeable lenses are now worthless. Pick a company and a frame that will be around when you finally torque your favorite pair.
Visit a cycling or hunting or golf or outdoor store carrying 2 or 3 of the major brands and chat up the salesperson to learn even more. Do it a couple of times. Then pull the trigger.
Take your time getting there.