First cutting tends to have less weeds and be better quality.
Ask how is was stored (that's VERY important). You want it stored inside if you can find it. Another good thing to ask is if it got rained on after it was cut but before they bailed it (that happened around my part, not sure about yours).
Check out Craiglist in the Farm and Garden Section. There are a TON of hay adds for your area
There are probably other questions to ask too, but that's my knowledge on hay, lol