Looking to buy my first AR.  Im looking for advice on what I should look for and what I should avoid.  My plan is to pick one up at a gun show.  Any help would be appreciated.

Look for the general things you would look out for in any rifle and then you need to pay particular attention to legal matters. I don't know where you are from by your post and it could be illeagle for you to own one in the area that you live, so check out your local and state laws first.
Watch out for jerks trying to sell you a pre-ban thats not, look out for newly assymbled rifles or rifles with recievers made after 1994 that have illeagle features like a collapsible stock that isn't fixed in place or a flash hider or bayonet lug. If you are mechanically inclined you might consider making your own from a kit.
Good luck on your new rifle.

Watch out too for parts rifles being sold as a "production rifle", these are $550-$650 guns with a $800 up price tag.