1. You should make sure that if the bird does not pass a vet exam, you have the privilege of returning/exchanging the bird within a certain and reasonable amount of time. Some dealers include a vet check in the purchase price, but ask if you can take the bird to your vet as well.
2. Get a written bill of sale, clearly stating the terms of the sale, which really should include:
Such information might prove useful when retrieving a stolen bird, or if you should ever have to prove ownership of your avian friend.
3. Get written instructions on diet, care, and such.
4. Get the number of the breeder/store and the number of an avian vet, if you don't have one already.