Make sure it is keyword rich unless you get a acronym as in ATL.COM type name. Being keyword rich helps it via indexing it also describes the topic of interest and has a better chance for sale.
If buying a name with the thoughts of selling at a later date then check traffic, PR is good but over rated. I have a site that gets 10,000 visitors a day earns me around 300-500 dollars a month and its only pr3. Also backlinks are important, alexa was but seems pointless now becuase its only really any good if people visit your site with the alexa toolbar.
Also look at the history of the domain check out
http://www.archive.org/web/ this will let you see what the domain was used for in the past.
I have quite a few tips at one of my sites in regards to domains so check out
Domain names for sale and domain name tips from tips from the top and another really cool resource site is
Domain Tools: Whois Lookup and Domain Suggestions this has a wealth of information you can find out about domains like SEO scoring etc.
Hope that helps
Tips.