If you want to choose a healthy Betta, pick up the container in which the fish is in. See how responsive the fish is, does it flare, does it swim around, does it follow your finger and interact with you, or is it lethargic, doesn't show any interest in what is going on....
Does the fish look healthy, no torn fins, no spots or tumors, does the fish look normal?
Some people deliberately choose Bettas that aren't doing so well in their little cups in the store. They take on the challenge of nursing it back to health, to give it a chance at life! If you're a first time Betta owner I would not recommend that, because there is a lot of things you need to know regarding medications and such to be truly helpful to this little life.
Have a look at spome pictures of how Bettas are supposed to look like before you go to the store. Most Bettas in petstores are Veiltail Bettas. Know how the male one looks as opposed to the female. Hope this helps!