What should I check when buying a used Canon E-TTL flash?

Unfortunately, there is not. If you can invest in a flash meter, you could test the actual output power which would be valuable information, but if you are trying to save by getting a used flash, I'd hazard getting an external flash meter is probably out of the question.

The relevant information has to do with "thermal shock cycles" and has as much to do with usage conditions as it does to the total number of flashes. 1000 rapid fire, full power flashes is going to do considerably more damage to the life of a flash than 1000 spaced out flashes at 1/32 power.

The more heat that is built up and the more rapidly that the heat is cycled, the more damage the bulb will take and the quicker it will lose power. Flash bulbs are actually rated for a very small number of flashes before they are "bad" (a few thousand normally), but "bad" is a relative term. It really just means when they start reducing their output power and they can go on for quite some time after.

That's why testing the flash power of a full power flash is so key. If you know what the flash output of the flash should be, it will give you some idea of the how much wear and tear the flash has had. Otherwise, your best guess is asking them how it's been used and looking at the physical condition of the unit.