You referred to it as a reptile store so I'm assuming it's a specialty type of place. If they are breeding rodents specifically to provide live feeders for their clientele then they should have no problem allowing you to view their breeding operation (if it's onsite). If they won't then I'd be less than happy about buying live from them and I'd make sure they know why.

As far as live rodents, just make sure they are well fleshed, not covered in bugs, not overcrowded in the feeder bins, that they have access to food and water without a massive fight to get it. There is no point feeding any prey, live or dead, if the prey itself is in crappy condition.