dont be put off by what you hear others say about Alfa's, many times its hearsay and rumour....
As has already been said l would check for service history and cambelt changes, but don't just look at the service book, is there are receipt to support it, having worked in the trade i can tell you there are many people who would stamp a book for 'beer money'
Have a good look round the car, does it look and feel right, if its a private seller always be aware if they are trying to usher you away from a particular area of the car or wont be direct about a specific item.
Push and pull every button, make sure that everything works as it should, rear electric windows seem to give up the ghost quicker than the fronts, i wonder if that's because they dont get as much use
Suspension is a biggie on the 156, listen for squeaks and knocks, much of it will be bushes or ball joints
good luck and if you do buy one post some piccys