Hamsters are nocturnal, however, so some of them may be asleep when you visit the store. Obviously you should avoid animals that have runny discharges from either end, bald patches on their fur, or seem to be moving unsteadily or with a limp. All of these should be at the same store. Metal cages are preferable over aquariums, since they allow for more ventilation. You can choose from a number of different beddings.
Wood shavings are generally fine for hamsters.
If you have a shredder, you can put paper shreds in as well. Once you have the basics, you can get extras for your new pet. Wheels are a good choice, so that your hamster can exercise. Be forewarned that a hamster can chew through a thin plastic wheel. Try wedging a stick through the bars of the cage, in a corner, rather than just putting them on the floor.