Before you buy your goat, before you build your facilities, before you buy anything know the rules. Most shows require the baby or milk teeth to be present when a market goat is shown. Does your show allow horns or does the goat have to be disbudded. Goats can be dehorned, but it does set them back quite a bit, and takes a long time to recover. Don't buy a goat that is going to be too big or too small for your show.
Different judges have different preferences.
Goats are herd animals. You need to raise them in herds, or at least have two. Goats raised by themselves seldom finish out well. If you can only purchase one show wether, try to purchase a pet or companion goat. Once you have a reputation for good management some breeders will loan out doe kids to use as companions while you are feeding out your show wether.