The first thing you should be careful about when you are buying salt water fishes is the cyanide, which is usually used to catch the fish. If it has cyanide in his system then, no matter how healthy the fish seems to be at the pet shop, he will most probably die in just a few weeks. This is why you should try getting salt water fishes from stores that can ensure you the fish were hand-caught.
After you bought a fish that has had proper caring and does not have any drugs in his system you must concern about feeding the fish. You should make sure the fish usually eats and you can check that at the pet store. Most salt water fish, if they are taken out of their environment, will get stressed and will not eat anymore, thus die of starvation. This can also be observed if you see a thin and skinny fish in the tank at the pet store.
Other aspects you should be careful about when you are buying salt water fishes is to check if they have any spots on them because spot usually mean disease or parasites. Observe the fish and see if he is scratching on the decoration or if he is breathing heavily. Also look after red spots and damages on the fish body. If they got any wounds they will probably die very fast.
When getting salt water fishes you should also think about the fact that many fish, although healthy cannot actually do not live much in captivity. The substitutes normally used to feed the fish do not match their natural food and they will die because they did not get feed well.