I don't have much to say about terrestrial hermit crabs specifically, but the marines ones I have experience with can definitely be picky. Somebody else offered a great answer to another hermit question a few weeks ago, so hopefully they'll see this one as well.
I've personally seen hermits go through on average 2-3 good choices before they pick a new shell, and when you have more than one hermit, they sort out who gets what for themselves. Shell possession is a really big factor in their social interactions: I've seen hermits pull others from their shell, take it over, and then not let the naked hermit into the old one. (Again, that's my local marine species -- land species might not be so aggressive, I don't know.) And there's been interesting research lately into vacancy chains that form when a big hermit finds a new shell, the next hermit shifts into the old one, and so on down the line.
Different species of hermit crab prefer shells from different types of snail, and that preference can change as the animal grows, but my feeling is that the shells you see at most decent pet stores are probably an acceptable shape for the hermits they're selling. A safe bet would be to just get a shell that looks like a bigger version of the one your hermit came in.
Besides the snail species, the two most important factors I've noticed are: A. is the shell the right size, and B. is it in good condition.
For size, the crab needs to be able to actually carry the shell around (obviously), and generally it needs to be able to withdraw its entire body into it, with the claws acting as the "plug". Having a shell that fits well is very important to their overall health, so keep an eye out for hermits that are starting to look a bit cramped.
For quality, avoid any shells with holes, or with pitted or crusty interiors. The marine ones that I know don't seem to care much about coralline algae, hydroids, or other growth on the outside, as long as it doesn't weaken the shell itself.