Make sure the hospital has a thorough orientation and preceptor program. If you're in an urban area where there are several NICUs to choose from, do some "comparative shopping," so to speak. Ask to shadow someone for a few hours to see if you can get a feel for the unit. If there are openings, ask why they have openings. Increased volume of patients? Watch the ads in the paper--if a hospital is constantly advertising for NICU positions, that can be a bad sign (poor mgmt., staff issues, etc.) Ask questions.
Most places just care that you graduated from an accredited RN program and are eligible to sit for NCLEX-RN. A few of the more competitive hospitals will say "BSN only/BSN preferred."