am a evo owner myself, when inspecting as Kristian said, underbody rust is the number one thing, also if it's been painted in a "stonegaurd black" undernearth stay away as they're trying to hide something, also as for any jap import try and get as much paperwork as possibile, eg auction report/de-reg/service history.
Don't be put off by dealerships, some have excellent examples, where as some have terrible.. it just takes a while to find the right one..
Interior is the key give away about k's geaknob/steering wheel should be good condition, should have standard floor mats etc..
test drive is always important, drive train = number 1 checkpoint as there is always problems with the AYC/Gearbox/Diffs
Purchursing a evo stock is always the best..
Get it checked out by one of the evo specisilist as said as above..
Regarding the VIN checks, you can only check it if it passed through the auctions 3 months or less.. if Im correct(?)