I usually look at protein content, and shy away from anything containing simple carbs (ie sugar). There's a time and place for dextrose and maltodextrose, but that's another story.
I also look for mono and poly unsaturated fats, and there's no way I'll eat anything with trans fats. Fat still has a bad rep from the 80's and 90's---when in fact, it's essential, and extremely healthy. But you need to know what type.
I'm not too concerned with overall calories, myself. But it also depends on your training goals.
Like Sharon said, buying fresh eliminates most questions. I do the "round trip" at the grocery store, where everything that is fresh (healthy) is located: fruits, veggies, fresh meat and fish, whole grain breads, etc.
I find I'm in the grocery store every 3 days or so, but it's worth it.