1. Buy from long established manufacturers (e.g. B&W, McIntosh) with good QC that will be around to service what they sell - avoid the latest garage-based Wunderkinder.
2. There's a lot of snake oil out there - not everything works as advertised. If you can't hear a difference, don't buy it. Watch out for the power of suggestion.
3. Be aware of bang-for-the-buck and diminishing returns. A one thousand dollar amplifier will almost certainly sound better than a one hundred dollar amplifier, but a ten thousand dollar amplifier may or may not sound much better than a one thousand dollar amplifier, depending on your ears, your system, and the alignment of the planets.
4. That said, buy the best you can afford and then don't mess with it- avoid the temptation constantly to upgrade.
5. Are you the kind of audiophile that wants great sound without a lot of fuss? Or the kind that wants great sound but also enjoys geeking around with the equipment, experimenting with new stuff, etc.? If the latter, then consider ignoring # 4.