MA approved has a (much) heavier trigger pull. I think CA approved has a similar setup. Avoid those models if you can (as said, you being in NC you have no need to worry about those).
Magazine "safety" - This is more appropriately called a magazine disconnect as many don't consider it a safety device. Essentially, it means if you remove the magazine from the gun, it won't fire. Its annoying while cleaning, and nothing you'd ever want to rely on for safety, so I don't like these.
No safety - Exactly what it says. Some models of M&P come with a small wing safety on the side, and some don't. This is more personal preference. Some people feel uncomfortable without a safety - some feel that they needlessly complicate the weapon. Just go with what you prefer here.