For the most part you know what you're getting from a breeder. Sales are a gamble at best, and if it is your first venture into goats it can be difficult to know what to look for and what to avoid. Often times animals at sales are there for a reason, it's more profitable to sell an animal privately so there must be some reason the owner is not doing so. Not all sale barn animals are bad, but like I said it's a real gamble. Even if the animal went into the sale completely healthy, chances are it won't leave that way after being exposed to so many others from different places. It's no fun being thrown in at the deep end with a new animal that has a mystery illness.
Having someone you can call in an emergency, or just when you're confused, is priceless. I've contacted the lady I bought mine from many times and it is very helpful to know I can; she knows my goats in particular.
I'm not saying to buy from anyone rather than a sale, it still pays to be picky about who you buy from. I was sold on mine as the lady keeps such good records of what was done when, and has a strict schedule of wormings, vaccinations etc.