An application note (PDF!) from Texas Instruments on inductor selection:
This application report provides design information to help select an off-the-shelf inductor for any continuous-mode buck converter application.
The first part shows how the designer should estimate his requirements, specifically the required inductance.
The next part takes an off-the-shelf inductor and shows how to interpret the specs provided by the vendor in greater detail. A step-by-step procedure is provided.
Finally, all the previous steps are consolidated in a single design table, which answers the question: “How will the selected inductor actually perform in a specific application?”