Things to look for:
1) 2002 and early 2003 models came with the 45RFE transmission out of the Dodge Ram
2) Same year time frame also gets you: Slightly taller springs (3/4"), 18 gallon gas tank, different power-steering profile and rear drum brakes that function as a killer parking brake.
3) Some early run 2003's and all KJ's after April 2003 came with 42RLE transmission which does the job... Those vehicles also get rear disk brakes, 19 gallon tank and shorter springs.
4) 2005+ MY's have a known window regulator problem resulting in constant failures. There is a fix now, but it costs you money at the dealership.
5) The rear body seam behind the flipper glass, on the back of the KJ, is were rust starts forming. Also check the door seams on the rear doors. Poor drainage there so another common area for rust. Make sure you look at both areas so you know what shape the body is in.
6) Renegade models came with a 160A alternator. regular trucks came with 132A alternator. 132A is enough, but just FYI ont the bigger alternator
7) Select-Trac TC allows for fulltime 4x4 driving, but is a weaker TC than the standard Command-Trac unit that most have.
8) Make sure the LBJ recall has been preformed. Surely it has but just in case, run the VIN number through the Jeep.com website to make sure.
9) The speed sensor plugs into the top of the diff and the parking brake cable can rub / fray through the sesnor wire. If you see intermitent speedometer operation - chances are the wire needs repair.
10) The multifuncition stalk (turn signal side) can cause the dash lights to flicker. Not a huge issue but you can wiggle the stalk and look for this. Replaceing the stalk fixes the issue.
11) Make sure the HVAC blower works on all 4 settings. The resistor block fails in these about every 2 or 3 years with constant use. Easy fix that costs about 17 dollars US.
12) valve spring failure is randomly reported on the 3.7L engine after 100K miles of use. Again, random issue that isn't widespread - but does exisit so it's worth knowing about.
I'd find a nice 2002. They are the best (biased opinion) because they get the stronger transmission, have an extra power-outlet in the front centerstack and don't exhibt many problems.