1.) Buy from a dealer in your own country, so if you have issues, it will be easier to get them resolved.
2.) Make sure you have the money to pay for it - just don't make it another charge you put on an overextended credit card.
3.) Don't be conditioned into thinking you have to spend large amounts of money when putting together your system to be completely satisfied.
4.) Always deal with sellers who will take a unit back for free, or at least make you pony up the shipping costs one way (that's fair).
5.) Don't ever ask a person who wants to sell you a product whether it's a great product or if you should buy it - similar to the universal advice of never asking the person who might buy your goods how much they're worth.
6.) Once you get a component, live with it for a while; don't listen to it for a couple of hours and decide it's not what you want. I didn't have an opinion on whether break-in was real or not for components; I just played them and paid attention to whether their sound or my feelings changed about them after a time. Some things did seem to change (and some took 50 or so hours), others not. I've found that certain amps sounded better after being played for a couple/few hours, my phono cartridge sounded better after quite a few hours (and still needs to play a bit every time I start playing records), and there was a time that I noticed my speaker changed after a lot of time played.