Be selective when choosing your new horse. Skinny can be fixed, but not often lameness, or other physical problems. Eyes and attitude can tell you a lot.
The whole "You are just putting money in the broker's pocket." is the same as saying "Don't buy Bettas from the cups at Wal Mart." Personally, there is something very special about a show quality betta fish. But I just feel so bad for my favorite type of fish in two ounces of water and misrepresented as a fish who requires minimal care. My girl is almost two now, and not by minimal care. Same with goldfish. I have a goldfish that my family won in the ping pong toss at the fair who will be nine years old this coming summer. The prettiest fish in the world he is.
Just like the fish at Walmart, know the signs of illness. There are some illnesses that are relatively easy to treat, and others that are pretty much fatal. Don't pick the one that is "floating unresponsive" no matter how much your heart yearns for him.
And unless you want to take on "Rescuer" status, don't exceed your quota of one horse, and only one horse. Being an avid Supporter of the Saddlebred Rescue who often go to auctions to search for Lost Saddlebreds, I am very aware that one can turn to five very quickly. Luckily for Saddlebred Rescue, the Brokers will hold back, and notify SBR if they get any Saddlebreds in their group.