Freedom of choice and experimentation :
I believe the mechanics should not conflict each other but rather intertwine. If you have one mechanic in which you can sneak without firing a single shot, and one in which one shot leaves you exposed for the rest of the game, then those mechanics conflict. An example of when the mechanics intertwine would be: firing a shot may alert nearby enemies into checking out the spot of the shot, leaving their original posts, helping the player move on by sneaking past them. The player can use his imagination to search for a way to use all of his tools at his disposal to pass a level.
Easy to understand mechanics:
For a player to be able to experiment with combining mechanics, they have to be clear. Invisibility in the shadows, noisy weapons, line of sight, dog smell, any mechanic must be clear and easy to get.
Hard combat:
Upfront combat must be hard and punishing if you want to make a stealth game. I'm not saying no to stealth kills; I'm saying no to all-rambo-gunz-blazing-kills. There's just no sense trying to sneak past 10 guards when you can just rambo them all.
Good story:
Might be surprising to hear but gamers tend to pay more attention to story in stealth games than other FPS/puzzle games, even with games like Hitman:Contracts where story wasn't in the first plane, gamers would read the whole mission briefings religiously to try and get the overall story.
Kewl Central character:
Since most stealth games are centered around one individual the player gets to play as (Agent 47; Solid Snake; The marked Ninja; Sam Fisher) that guy has to be cool. Misterious, cool, steady, badass, torn, complicated. We love those characters and making them really cool helps the game alot.
Reference Games:
Games to reference. Might be a no-brainer, but some you may not know, and they're all worth a look: Hitman Absolution (or Blood Money); Splinter cell(any); Mark of the Ninja ( this one is good mechanics and 2D stealth game to reference); Metal Gear Solid (although not a personal favorite)