You'll likely pay more for a slightly older beardie, but it's probably worth it. The very young ones may fail to thrive for whatever reason (including genetic defects, stress & illness), just like with other creatures (including snakes). And very small ones are fast & quite hard to handle too- best to scoop into a safe container to move them. (not "by hand")
It's normal for the youngest beardies to be very excitable- in the wild, they have the most trouble escaping predators.