Well, this is a question that some people will tell you "never buy a bird from a pet store" (just like a dog). Personally, I agree with Deja. I think it depends on the store and the situation. Tell us more!
There are a couple of things to look for. How old is the bird? If he's still a baby and being kept in good conditions, then see how he/she responds to you. Sometimes you just click with a birdie.
Do you know the people at the store? Do you know what kind of care the bird is receiving? Are they force weaning?
If the birdie is older you have to be prepared to work with them. Second hand fids have a LOT of baggage. More so than a dog, cat or any other pet. Birds don't forget and something in their past life may have traumatized them and will cause irrational behaviors when you get home. They may be biters, screamers and very leary of you. It can take a lot of work to turn a second hand bird around - BUT it can be done. You just have to be prepared for the road ahead. I know people who have worked 2 years to get their bird just to step up! (that is something that will come naturally and easily if you get a baby bird). Now, don't think I'm not saying don't get a second hand bird. I just want to be sure you are aware of what it can take. (It's not like getting a shelter dog!!) I know plenty of people who have taken rescue fids and found a very loving & loyal companion. Sharon's Eephus is a rescued fid so she could elaborate more on this.
As far as health, I would recommend getting a health guarantee. You can't always see signs of illness. Better to have a vet check them.
So....tell us about this birdie...what kind? How old? HAve you ever had a bird before?
How exciting! Hubby & I are going to look at a baby hybrid macaw today. No, we're not going to bring the little girl home, she's just so beautiful and the breeder called this week and said she's really starting to feather out so I need to come see her. It will be SO hard to leave her there!!