I'm referring to the 300tdi as I have experience of this model.
Make sure the rear box section at the very rear of the chassis and below the back door is solid - a real job to replace. Also go over the chassis with a fine tooth comb (or torch and small chipping hammer - listen for dull sounds) very important especially to the rear of the transfer box back. Sills can rust badly under their plastic water retaining covers. Put the rear seats up and remove the floor carpet and mat - again a great water trap and look at the floor metal. Particularly on 4 door models check for rust bubbles and/or bad repairs where the arch continues to the rear of the back doors and the area near the door strikers (MOT fail as near seatbelt mounts). Another rot spot is on the rear door offside bottom corner. Feel the footwell carpets - are they damp? If you are allowed to, unscrew the carpet retaining strips at the door opening and look at floor under carpet, if you're not allowed to, walk away.
Open the bonnet and check the inner wings, battery holder and headlamp mounts for corrosion, all that kind of metal is quite thin and easily neglected.
On 300tdi models make sure the engine timing belt pullies have been fixed - there was a design fault in earlier ones where they were out of line and the belt would keep snapping and also the gearbox was missing some important lubrication (you'll find threads on these problems elsewhere). There is also an issue with the immobiliser spider unit (again see other treads or just ask, in a bit of a hurry just now).
Ensure brake discs are shiney across all surfaces and not thin as a bigger job to replace than on an ordinary car. On test drive make sure braking is firm and straight.
Also check the radiator has nice healthy fins - same with intercooler.
Best of luck and remember to take your time, there are lots to choose from so don't get over-excited about the first couple you see. You can avoid the sunroof problem by looking for one without any sunroofs - again, there are a lot about.