Another thing you will want to watch for (that is if you don't take Raptures leos- Beautiful by the way) is Metabolic Bone Disease, make sure their limbs are strong and hardy. If they are soft and bend in strange ways or walk funny don't buy.

Make sure they are active (as much as possible with a leo lol)
Alert
Clear eyes and skin
Nose and mouth are clear and no discharge
Like Rapture said, no stuck shed
If possible ask to see them eat too.

Then once you get them home and let them settle in, get a fecal sample to the vet to check for parasites. My vet charges $25 for a fecal and its well worth it.