I'm 6'2", 250 pounds. Are there any considerations to have in mind when choosing equipment since I am heavy?
Always start choosing your equipment with the boots.
Because you're quite tall(6'2" ~ 188cm), I assume you have big feet as well. Find boots that fit your feet good. Most boots will also take a form of your foot and get a bit bigger, so if the boot is a little bit tight(not more than a little bit!), it should be alright.
After trying the boots, make sure your toes can feel the tip of the boot. Lean forward a bit(bend your knees while standing), that will push your feet a bit to the back of the boot. At that moment you should still feel the tip of your boot with your toes, but you should not have any discomfort!
Another "test" would be a heel-lift test. Lean even more and try to lift your heels up while keeping the sole of the boot on the ground. If you can lift your heel from the boot more than 1-2 cm, try other boots.
Personally I have a wide foot and quite tiny heels in comparison, so with some boots I tried I had more than 10cm heel lift. That's an immediate no-go!
Then you can start choosing snowboard and bindings.
I assume you are a beginner(normally advanced boarders know how to choose equipment), so my suggestion would be to choose a rather soft rocker snowboard. It will forgive you many mistakes. If you will take a stiff camber board as your first one, there's a big chance you will end up giving up snowboarding and sell your almost new stuff. After a few years of snowboarding I changed my soft(3/10 or 2/10, not sure anymore) rocker board to a stiff(7/10) camber and first few days I was mostly eating snow.
While choosing a snowboard, also keep in mind that with big feet you will need a wide board, otherwise you risk having toe- and heel-drag(that's when the tip and the heel of your boots are grabbing snow).
Also, your snowboard should be long enough to reach your neck/chin. With longer boards you will most probably have problems with turns. Then you may also look at the weight range of the board(but choosing the appropriate length and width is usually enough). Normally manufacturers put a piece of paper on each board with all technical details of the board(length, sidecut radius, waist width, weight range, etc.). Personally I don't strictly follow that weight range. I had a board for 66-84kg while my weight with all the equipment was around 100 and I loved it!
After you chose boots and snowboard you will need bindings.
There's not much to suggest, just make sure that binding is right size for your boots(so that your boot does sit well and is not too big/too small for that binding). Also make sure that the bindings are compatible with your board(that mostly applies to Burton and their EST system).
All in all: with these tips and a good seller at your local shop you shouldn't have any problems choosing your equipment!
I'm 6'4", 250.
Get a wide board, that's a few inches longer than you normally would.
The wide board is most important (size 14's have this tendency to hang over the edges a little, imagine that). I just don't like having to turn my bindings way far out to feel confident that things aren't going to get sketchy for me no a toe-side turn (or heel-side for that matter).
I've also opted for boards with a stiffer flex, only because with more weight on top of it, it will wind up feeling like what a standard flex feels like to lighter guys. More pop!
Otherwise, you should be pretty much fine. Just enjoy.