Reflexes: A keeper needs to be able to make split second movements. That's why they're often referred to as shot-stoppers. A forward has the edge on him in knowing where he is about to place the ball. So a quick action will save you a goal. Is great for a penalty-saving goalkeeper. I recommended looking for a good Agility stat with this.
Handling: You don't want a fiddly goalkeeper. Someone who drops the ball as soon as he catches it and fumbles it three or four times a game is likely to cost you at least a goal a game. Strength and Balance is sometimes good to have with this, but not necessary.
Aerial Ability: Someone who picks up incoming crosses/corners and scoops it out of the air comfortably is someone who gives confidence to his defenders and frustrates strikers. Good Jumping is generally a big, big bonus for this. A good Tendency to Punch may work well with good Aerial Ability.
One on Ones: Your goalkeeper is generally the last base. If the opposition covers it, you're screwed. Your goalie will often find himself up against a striker needing to keep him out, especially if your defenders haven't got much Pace. Good Reflexes are needed of course, for an ideal goalkeeper.
Communication/Command Of Area: If your squad is young, and doesn't have a big Influence, like a Terry or Nesta, structuring the back, then your goalkeeper must be the one being the commander. Calling for the ball, organising the wall, being the king of the box is always required from a goalkeeper. Good Positioning is ideal.
Rushing Out: Works well with good Acceleration and Decisions. Rather than wait for a defender to claim it, a quick surge for the ball will deter the opposition from taking advantage of a possible careless mistake.
Kicking or Throwing: Good distribution will lead to a quick smooth start to an attack for your team. A bad kick or throw may lead to the opposition capitalising. Depending on what you set your keeper's Distribution in your tactics, one of these wouldn't go amiss.
Composure/Decisions: Apparently men aren't great at making decisions. Well that puts everyone on a level playing field on Football Manager. Goalkeepers need to be better than everyone in this respect. It's the difference between giving away a corner, or a penalty, or conceding, or even getting sent off.
Positioning/Anticipation: When midfielders like Xabi Alonso or Ronaldinho spot you off the line, they will lob you from 60 yards. Knowing where the bars are, and having a good idea of where to be and what to do in any number of situations will save you a good percentage of goals that you might have conceded. If not, it's best if the keeper has great Acceleration, Reflexes and Agility.
Concentration: It's no good if your goalkeeper is thinking about what he's going to have for dinner when there's a pacey striker capitalising on a long ball upfield. It takes a fraction of a second for the ball to hit the back of the net. Managers are forever telling their players to "Concentrate".
Influence: As in the Command of Area, your goalie needs to own the box. The striker needs to know that you're not going to be easy to beat, and your defenders have to trust their keeper.
Bravery/Determination: Petr Cech was brave to go in against Stephen Hunt. He did get crack his skull but he didn't concede. Good Decisions and Rushing Out are useful. If a keeper isn't big enough to go in for a tackle then it cost your team. In that case Reflexes and Agility are paramount.
Agility: With good Reflexes, comes good Agility. Moving parts of, if not your whole body, within a fraction of a second is part and parcel of being a good goalkeeper.
Jumping: During corners, the goalkeeper may choose to come out and punch. He might do a Gomes and muck it up several times, or might successfully smack it away. Or even catch it. A tall goalkeeper is generally useful. Aerial Ability is practically needed.
Balance: The ball needs to stay in a safe place away from prying forwards. The keeper needs to be stable. A clumsy goalkeeper might cost you. Handling is a stat to look at with this.
Acceleration: To be able to Rush Out and close down any attacks, he needs to be able to get across a short distance really quickly.
Strength: With Balance and Handling, a strong goalkeeper will keep hold of the ball and muscle off players in corners rather than succumb to the pressure. A strong hand can palm away piledrivers over the bar. Good feature to have.
Stats such as Tendency to Punch and Eccentricity can work well high or low, depending on the type of goalkeeper you have, and the stats he has.