From recent experience buying a manual GPX...let the engine idle for a bit, make sure the rev counter stays at idle. The problem I had was the aircon clutch assembly/belts/idler tensioner needed replacing at a cost of £500 sterling from a Mitsi dealer (Camskill/CMS price about £270)
Also make sure the clutch is in good working order. When stationary put it in third and put the accelerator down. It should bite and cut out or judder depending on clutch depression. If it revs and gives no movement or power then it's slipping. £627 from Mitsi or £300 from Camskill/CMS.
If it has traction control, check the light when it's running. Mine sometimes flashes and means the TCL is off. Pain in the ar$e and even Mitsi here couldn't figure it out on the diagnostics.
Other than that, look for what CJ has mentioned and use your head like buying any other car. Unfortunately I got a bit ahead of myself and got stuck with a few big bills.
As for it not going into 1st gear without it being stopped is crap, i frequently roll mine up to the gate and drop it into first as she's rolling and i'm getting the buzzer out. Synchromesh springs to mind and if that's the case give it a wide berth.
Still, it's not a car to be sniffed at. A 2.0l V6 is a beast in anyones reckoning
Just get a good one