Brian - I made the same swap a little over a year ago, but I'm running an EZ with DD2's - so it helped considerably with my EGT's when under a load - BUT it added some lag at the bottom end. Once boost begins to build - look out - the truck takes off like a rocket.
If you don't plan any additional power upgrades (bigger injectors), I wouldn't bother with the HX35 upgrade - unless you are already having high EGT problems. If you are planning more HP upgrades (and are not seeing high EGTs now) and are getting a good deal on the HX35, then go for it - but put it on a shelf until you really need it. If you already have EGT problems, the turbo will knock off about 150* preturbo under a heavy load. Just remember that you will see some lag.
In terms of what to look for, just make sure the turbine blades are not chipped or bent, the turbine spins freely, and doesn't have much (if any) endplay. Also, I would stay away from a turbo that has an excessively yellow/gold compressor housing - it's been hot. That's about all you can do without actually seeing it in action.
Steve