Heart murmurs are often the first signs of pathological changes of the heart valves, and they are usually found during auscultation in the primary health care. Distinguishing a pathological murmur from a physiological murmur is however difficult, why an "intelligent stethoscope" with decision support abilities would be of great value. Phonocardiographic signals were acquired from 36 patients with aortic valve stenosis, mitral insufficiency or physiological murmurs, and the data were analyzed with the aim to find a suitable feature subset for automatic classification of heart murmurs. Techniques such as Shannon energy, wavelets, fractal dimensions and recurrence quantification analysis were used to extract 207 features. 157 of these features have not previously been used in heart murmur classification. A multi-domain subset consisting of 14, both old and new, features was derived using Pudil's sequential floating forward selection (SFFS) method. This subset was compared with several single domain feature sets. Using neural network classification, the selected multi-domain subset gave the best results; 86% correct classifications compared to 68% for the first runner-up. In conclusion, the derived feature set was superior to the comparative sets, and seems rather robust to noisy data.