No one has mentioned the big dog in the fight. The Hydraulic systems. Make sure that they are running right and not down on power or leaking. The pump, cylinders, controls, and drive motors are the expensive pieces on these. Make sure that these are in order before purchasing. Engines tend to outlast these systems by a 3 mile margin. Single speed or two speed, track or wheel & preferred controls are also considerations.
If the unit is for personal use, the two speed is probably not a big deal as you won't need to get anywhere fast. Tracks are much better in a lot of ways including ground pressure and ability to dig/get traction. I have a cheap late 70's New Holland wheeled skid steer with bobcat type controls. The bucket is controlled by foot pedals and the motion is controlled by the sticks to the sides. Newer skids have several different setups including everything on the sticks.
Most if this is moot if all you are planning is running a bucket on certain types of ground and the bucket comes with, but worth thinking about.
Wheeled loaders are much cheaper to replace the rubber on. The tracks are mucho expensivo but I find myself wishing for tracks a lot. Where I am in MD, everything is clay and the tires tend to dig themselves holes rather than pushing the bucket. This is partly the fault of the machine as it is really light and partly attributable to the tires.
Before buying one, go look at the dealers or rental places in your area and ask a few questions to make sure you are buying something that will work for you in your area. Under 10k you can pick up just about any type of unit, so get one that will do the job for you.
You will also want to make sure the machine you are getting has both the connections for extra attachments and high flow hydraulics if you are going to run attachments. W/o either, you will be sorely disappointed in the attachments available if you are going to use anything other than a bucket.
Many machines are spec'd without these options as they won't be used. If it has quick connects for implements, it will not necessarily have the high flow hydraulics needed for some implements.
One other thing you want to look for is the attachment method for the bucket. Most everything is now using the bobcat quick tac attachement plate & if all you are looking at is bobcats, that will not be an issue, but if you expand your selection, make sure that the machine has that plate on the front or you will be modifying stuff that you buy to get it to attach.