Hi! You guys will definately enjoy having a beardie around 
Answering your questions:
1. I dont think there's much of a difference personality wise in the different genders. My male is a total sweetheart couch potato that is very docile and calm when you pick him up. My female can be fiesty sometimes, and she will puff up and flare her little beard when she doesnt wanna be bothered and fights with you when trying to take her out sometimes. But I haven definately seen and held many a female beardie who is just as docile as my male. So it really all depends on the individual dragon i guess.
2. That all depends. Sometimes they do. The small local show in my area will usually have supplies for sale as well as the animals though. If i were you, i would just get it all prior to the show. Its also best to have your setup complete before you get the dragon, to make sure you are getting the proper temps and stuff before putting the dragon in the setup.
3. Basically clear eyes, alertness, full round belly, make sure his head is up and he is perky, not lethargic, no missing digits, limbs, tails (soemtimes a breeder will sell dragons like this at a cheaper price, and as long as its healed it should not effect the dragon's health. usually missing stuff is caused by the other dragons biting them off, and the most common cause of WHY they do this is overcrowiding and not enough food to feed all of them. If most or all of the dragons look like this though, i would stay away from buying from that person.) check on any other dragon they are selling and make sure they all look healthy as well.
Hope this helps! Good luck 
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~Melissa~
1.6 Leopard geckos
1.1 Bearded dragons
1.0 Hog Island Boa
0.1 Western hognose
0.1 Coastal carpet python
1.1 Crested Gecko
1.0 Savannah Monitor
0.0.1 Sulcata tortoise
1.0 Eastern Collared Lizard
1.1 Ferrets
0.1 Chinchilla
2.0 kitty cats