I was wondering if there is anything I should look for? Stuff that wears quick, or anything thats really expensive to fix, cross members that rust away, etc.. thanks guys.

If its the one in Chicago, it looks like a pretty truck! I don't know TOO much about the 406's, but...

They are pretty stout vehicles. Really just look at the regulars. Make sure the motor doesn't have too much blow by, check the fluids (levels and quality), make sure everything on the transmission shifts smoothly and the clutch is working well. Check all the various functions (PTO, diff locks, brakes etc). Check for any leaks (don't forget the portals).The only rust you need to worry about is on the body. Mercedes does well on chassis coatings.

I don't know of any specific issues to look for on a 406, I don't recall reading about any. Perhaps someone with more 4_6 knowledge will chime in.

it is the one in chicago,

$8500 seems like a smokin deal if everything is in good order