Eric, you MUST be picky about the fish you buy. You MUST research their compatibilty, diet, general personality traits, health of the animal, and the catch or breeding process. My LFS owners get torqued at me becuase I won't buy a fish unless I have seen it in their system healthy and spry for a number of weeks. Often I lose out on a fish, but I would rather not buy than rush to buy.
The VERY best method IMO is to deal with a direct importing LFS that will tell you when they are arriving. For instance, I deal with an LFS here called The Shark Reef. Eric is the owner, and as best he can, he will get in what I want. I have him call me when he is leaving the airport and I meet him at the store for the unpacking.
I will help with that chore and when we get to my fish, we examine it carefully and I either buy or pass. If I buy, I take it home immediately and acclimate it to my QT. That way it is not dealing with the questionable LFS water quality, and only acclimates once. While in QT I observe it carefully, feed it with vitamin enriched foods, and make sure it has a clean bill of health.
Once I feel it is safe to introduce into the main system, I open a valve from my fuge that gravity feeds to a float valve in the QT. I then remove a qt of QT water every few hours and slowly acclimate the fish to the display water. This can take 2 - 3 days to do properly IMO. When I am satisfied that it is acclimated to the display, I then release it into the display after lights out. This gives it time to settle in without being harrassed by the other fish.
When they all get up in the morning, they have a period of drowsiness in which they may become aquainted. IMO, this leads to much less overall stress and a much happier greeting. So we all know that PBTs are "ich" magnets, but since using this method, my PBT has NEVER gotten even the slightest hint of ich.