That's a fair qn and I'm a little surprised there are no suggestions towards a straight answer yet.
There's no difference buying first hand or 2nd hand. Basic things to look out for include;
- Lens condition
Electrical contacts, diaphragm scratches, zoom ring smoothness, glass coat evenness etc...
- Image quality
Do your homework on the lens before buying. Note the peculiar weaknesses to look out for. Eg. Bad copy Sigma lenses are sharper one side than the other. Some have creeping problem when they should not
Of course, all these depends on how much time and support you have at the shop. Not many will give you the luxury of testing it out with your laptop to view on the final image output. Use of PDAs or Media Viewers may be easier.