I believe that there was an issue with clutch shudder in '02 models. Thats the only first year issue that I am aware of.
-The biggest "trick" is people who have modded the heck out of their cars, then returned them to stock for the trade in. This is very, very common, especially since the STI has come out. Buying a used WRX is always a gamble. I'm not trying to scare you, but you need to really look at the car carefully. If it has any mods on it, walk away.
The biggest problem with the WRXs are the transmission. It is a good transmission, but cannot handle alot of abuse. Transmission failures are the most common issue with the WRX.
My only advice to you is to scrutinize the car, and make sure that it has been taken care of. It may help to find a knowledgable person in your area to take a look at the car with you to see if that person can find any sign of past modding.