If you live in an area where the ground is basement-friendly, you're lucky. Constructing a new basement gives you a nice, big space for everything from laundry to entertainment to even a separate apartment that you can rent out. You have the option to install a bare-bones space, but you've got the opportunity to install some specific features, too -- and you should do so.
Don't wait for water stains or efflorescence to appear on your basement walls before adding waterproofing. Do that at the initial construction stage. It is much, much easier to build waterproofing into the basement walls and floor than it is to clean up moisture damage and add waterproofing later on. Installing waterproofing in the construction stage means you can waterproof the basement from literally the outside in, protecting even the materials that are directly adjacent to the soil. If you waterproof after the basement is built, it'll be too late to really protect all of the wall and floor materials.
You'll need windows in your basement; while an HVAC system can provide some ventilation, it's not enough to rely on that alone. (What if the power goes out?) Ensure the design contains at least two windows, vents, or other openings that could create a cross-breeze in the basement. This will help control humidity levels and allow you to air out the basement when you're in there. You can keep the basement closed up when no one's in there, of course, just like you'd do with any other room in your house. But you want the opportunity to open the place up and ventilate it when you go in there.
It's easy to leave a basement unfinished, with bare cinder block walls that create a space for storage. That does save money. But your basement has so much more potential. Even if you don't want to create a fully finished basement right now, at least insulate the basement well so that any other work you do on it is basically cosmetic. Get the bones of the space into place now so that "finishing" the space does not take too much effort. Full insulation will also help control temperature fluctuations and make the basement more comfortable to be in.
The company that constructs your basement is usually the same company to add these features. Talk to a basement construction contractor about what else they offer and whether creating a fully finished basement is also a good idea.