First, whenever possible buy from a great local nursery. Why? They take good care of their plants, you'll get the best selection of varieties for your area and, most important, you can get advice from someone (probably the manager) who really knows her subject.
Next, buy small in spring. If you plant a 4" perennial in a gallon pot, three weeks later the roots will fill the space and voila, you have a much more expensive plant for nothing. The same goes for gallon shrubs. Give them a two gallon container and really good potting soil and you're that far ahead.
In fall, however, watch out for overly root-bound plants. It's a good time to plant in the Northwest, the roots grow most of the winter, but a congested root system may be slow to expand. My favorite way around the problem is to buy in spring and put plants close together in a nursery bed. Once the rains arrive in October, these well-rooted shrubs and perennials can be easily moved to permanent places. This is especially important if you're looking for maximum drought-tolerance.
If you're buying 4" pot perennials and you can afford it, get at least three. For some reason, one just doesn't seem to grow as well as the others and if you buy one, maybe it's the runt. Someone once told me she buys three to test and then, if they flourish, gets a slew of them. And it's true, a big display of anything has a wonderful sense of opulence. Twelve feet of foxgloves (self-sown) is truly impressive!