What should I look for when buying a used Macbook Pro?

Beyond visual inspection, you should be able to run Apple Hardware Test in order to check the system hardware's working condition.

Besides the hardware test, it's very important to know the health of the battery! Although the results aren't 100% accurate, coconutBattery gives you a fairly good result about how many cycles the battery has had. If the number is over 300, you can almost be sure the battery capacity is lower than 80%. But you should ask the guy you're buying from how long the battery lasts and if you don't trust him, try it yourself.

A more obvious question is if the Mac is still under warranty. Since it's a 2009 notebook it's very unlikely, but maybe it has Apple Care... You never know.

And the last thing I would check, besides the things already mentioned by AJ., is the optical drive. Does it read/write CD/DVD's at an acceptable speed.

Look for future OS X support

Apple is well known for dropping support for older hardware as time goes on. The pending Mountain Lion Release is a perfect case in point.

Here is an extract from the linked page:

Macs that will support OS X 10.8 Mountain Lion

As usual, the newer the Mac the better:

MacBook Pro – 13″ from mid 2009 or later, 15″ from late 2007 and newer, 17″ from late 2007 and newer
MacBook Air – late 2008 and newer
iMac – models from mid 2007 and newer
MacBook – 13″ aluminum from 2008, 13″ from 2009 and newer
Mac Mini – early 2009 and newer
Mac Pro – early 2008 models and newer
XServe – early 2009 models and newer

Macs that are NOT expected to support OS X Mountain Lion

Older Macs and those with weaker GPU’s will likely be left behind:

Anything with an Intel GMA 950 or x3100 integrated graphics card
Anything with an ATI Radeon X1600
MacBook models released prior to 2008
Mac Mini released prior to 2007
iMac models released prior to 2007
Original MacBook Air

EDIT

BTW, Superduper fast Thunderbolt is Apple's I/O future. Support for this started with the Early 2011 MacBook Pro. As of this writing there are very, very few devices for it out there.