I had been a Windows guy for a decade and I am planning to buy a used Macbook Pro (2009 model). What should I look for and check when buying a used Macbook Pro?
Beyond visual inspection, you should be able to run Apple Hardware Test in order to check the system hardware's working condition.
Besides the hardware test, it's very important to know the health of the battery! Although the results aren't 100% accurate, coconutBattery gives you a fairly good result about how many cycles the battery has had. If the number is over 300, you can almost be sure the battery capacity is lower than 80%. But you should ask the guy you're buying from how long the battery lasts and if you don't trust him, try it yourself.
A more obvious question is if the Mac is still under warranty. Since it's a 2009 notebook it's very unlikely, but maybe it has Apple Care... You never know.
And the last thing I would check, besides the things already mentioned by AJ., is the optical drive. Does it read/write CD/DVD's at an acceptable speed.
Look for future OS X support
Apple is well known for dropping support for older hardware as time goes on. The pending Mountain Lion Release is a perfect case in point.
Here is an extract from the linked page:
Macs that will support OS X 10.8 Mountain Lion
As usual, the newer the Mac the better:
Macs that are NOT expected to support OS X Mountain Lion
Older Macs and those with weaker GPU’s will likely be left behind: