I'd REALLY suggest trying the keyboard before buying it if you can, since there's a lot of variation. Unfortunately, the best way to test a keyboard really, is to find someone with one, or hope for a demo model. The one I have bought had a window to press the arrow keys, and felt good.
I do think mechanical keyboards are the bees knees (and often quite well made to boot), so, as long as you do your homework, you probably will find the right keyboard.
That said, I use a black widow ultimate, and the major issue I have with it is it makes every other keyboard I have feel crappy- mechanical keyboards are AWESOME in my opinion. In addition to OCN, I've found geekhack has a really good guide to mechanical keyboards.
My experience with cherry blues is, as with any mechanical keyboard, you need to unlearn some membrane keyboard bad habits, such as bottoming out keys, but once you do, its fast. They aren't also mushy, which to me, even the best laptop and membrane keyboards are in comparison.
The loudest, supposedly best keyboards are based on the model M keyboard and use buckling springs. Only unicomp makes them, and they use a buckling spring design. These need quite a bit of actuation force.
Cherry makes 4 different types of switches, and most mechanical keyboards seem based on "Click Tactile" is Blue or "Ergonomic" which is brown. There are three other types - "Soft Tactile" which is clear is Clear as well as "Linear" is Black and Red. "Ergonomic" is Brown. Tactile keyboards don't have a linear force curve - you feel a point where the force of the key you press changes, and you can release the key then. The keyboard I have is loud and clacky, but there's a stealth version with cherry browns. With most smaller keyboard makers, you can probably specify which switch type you want, apparently - so if you're going for a quieter mechanical keyboard, cherry browns are a good bet. I like the clackyness, since I often touchtype, and its oddly reassuring. Once you've gotten used to it, the low actuation weight and the activation point being midway through the stroke, least to me makes a big difference.
Practically most mechanical keyboards I've seen tend to be cherry mx blue (clicky) or brown (silent), though there's some alps and topre ones - for example the happy hacking keyboard uses Topre capacitive keys iirc, which are nicer than your standard membrane keyboard, and are worth looking at for silent keys.
I prefer clicky keyboards since, well, I use the noise to tell when I hit the actuation point - and as such its better for the first timer. Silent keyboards may be better in work environments.
While the key types determine noise levels, its also a matter of design - geekhack has a forum full of sound clips if you want a rough idea of how they sound - two keyboards of the same switch type may sound different based off physical design. You can also retrofit a keyboard with rubber o rings, or by other means to quieten it apparently, if its too loud. I don't find my specific keyboard ( a razer blackwidow ultimate) to be that much louder than a cheap membrane keyboard (and there's differences there. I have an extremely horrible mushy silent perx keyboard, and a slightly louder, but decent Logitech - both membrane based), but it apparently seems to be built with good sound damping.
I also have a video here, comparing an utterly cheap mushy membrane keyboard (apparently a'perx Windows keyboard') a generic Logitech, and a standard blackwidow ultimate with cherry mx keys - your Compaq should be similar to the Logitech.
Some folk also consider being able to press more than x keys at once (NKRO) essential for a good keyboard. It's less of a factor in typing IMO, but something that's mentioned a lot on keyboard sites.