Definitely check around! I checked out every store in town, and got Jasper from an independent pet store. If I had to choose between the Petco and Petsmart here, Petsmarts' birds definitely looked better, younger, and were in a better (and cleaner) environment. Just shop around, and try not to fall for the first one you see!!
Also read up (research) on buying a parakeet so that you know what a healthy one should look like.