Welcome to the forum,
My dad has the 330d and i can vouch for the fact that this thing can tear tar!
Best of all, even if you are racing it everywhere (to buy milk, to get cigs, whatever), its very economical.
The E90s are not without their issues.
So, what you need to look out for must be categorised according to:
Mechanical
Ruaan grobler has already posted most of the problems. THe newer cars dont have the same turbo issues that the E46 used to have (was plagued with).
Cosmetic
Here you need to check that the seats are still decent, but BMW leather is among the most decent I have seen, and most used cars can benefit from a nice reconditioning of the leather.
The window recesses on the cars tend to come loose, and rattle, so check that. Also, BMW had this wonderful ( :bs: ) idea to have the door pulls (inside the car) rubber coated, so they peel and look like you tried to keep a pet squirrel in the door pulls.
Other than that, these cars are quite solid, and if you have motorplan, you are set. If no motorplan, check the car mecahnically with a fine tooth comb. IF you PM coisman your Vin and other car details, he can cehck it up for you on NATIS, and make sure the car hasnt been rolled over and rebuilt and stuff like that (if you get my drift).
Car dealers are unscrupulous, they will drop a left nut to sell you a car, dont buy that crap they give you that "theres another guy looking to buy this, so if you want it you have to let me know very fast" line of :bs: .
All in all, the car is a dream to drive, is fast of the mark and cheap to run. But if you dont do your homework, mechanically, you will spend big bucks.
Also, if its got RFT's, you will find the ride more stiff, worse if it has sports suspension. Runflats are expensive, so most okes switch to non RFTs first chance they get.