You should be looking for an accident history in the CarFax and you should inspect the body for accident damage as well. Raise the hood, hatch and open the doors, look for signs the car has been repainted.

Look on the underside of the doors for rust (see the thread "Stop the Rust while you can!).

Try to find if there is any service history for the car - are there records in the glove box (maybe with the owner's manual package) that show oil changes, etc.?

How does the clutch feel? A new clutch in these cars will set you back $1600 or more.

I know I am forgetting a lot... but that's a start.