Common issues... Smoking turbo, bad pcv setup, throwing engine rods through the block... the list goes on.
Look for a car that doesn't appear to have been modified before. Check things like the intake hoses and clamps to see if they have been tampered with. It's always better to start on an unmodified car.
Start the car, drive the hell out of it and then let it idle for 15 minutes to see if it starts smoking out of the tail pipe to check for smoking turbo (bad seals and PCV setup).
Check the exhaust to see if it is running the stock downpipe or not. Stocker should have heat shields on it and be bolted to a hanger/mount on the passenger side of the car.
If you buy one, check for boost leaks immediately and tune according to your mods (if you have any). Generally, you can get away with an intake without a tune but not much more. If you get a downpipe, it's time for a tune.
On the stock turbo, you shouldn't push more than 18psi. Above this pressure, the turbo runs out of it's efficiency curve and turns in to a blow dryer. Even at 18psi, boost should start to fall off in the high RPM's again because the turbo is out of it's efficiency range.
I can't tell you much about the difference between models because in Canada, there was only one model available.
Good luck. It's a fun car but extremely finicky. I have had nothing but issues with mine. Others have had great luck.