Insider Ownership
I always check how many shares are owned by insiders. I do this by going to Yahoo Finance, entering the stock symbol and clicking on "Key Statistics" under the "Company" header in the column on the left.
Under the "Share Statistics" heading on the right, you will see "% Held by Insiders."

The higher this number, the better. If many insiders own shares it means they believe in the company (and they should know the most about it) and that they care about the price of the shares.
Comments
Yeah, I'm not sure - anyone else know?
Yahoo says the data is supplied by Capital IQ and it shows "as of" dates for the short statistics. But other than that, I don't know.

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I use "Key Statistics" a lot, but I notice that number in "Yahoo Finance" are sometimes WAY off compared to "MSN Money." How do you know which one is more up to date??
Cheers.