I'm about to buy a Beocenter 9500 and a Beogram 9500. I wonder what problem these units usualy have?

What should I be more careful to check?

The same goes for Penta MK2.

These are in the main quite reliable units. However the following can apply:

The cassette player may need new belts - cheap

The CD player may need the laser servicing - trickier as most dealers will diagnose that it needs a new unit - rarely the case - see on site for the fix.

The doors can need restringing - a labour of love!

The stylus of the record player will almost definitely need replacing - expensive!

Penta 2s are getting pretty old and the components are not that brilliant quality - you may need some replacement drive units and even the electronics in the amplifier degrade.

Make sure the cosmetics are fine

Cassetteplayer needs a good cleaning and lubricating, I never have replaced a belt in one. Keep in mind that two types of cassetteplayers have been used in BeoCenter 9500, the mechanism that was also used in BeoCenter 9000 and BeoCord 5500 and early BeoCord 6500 and the mechanism and the mechanism that was used in BeoCenter 9300, BeoCord 7000 and BeoCenter 2500/Ouverture. I prefer the first mechanism, it is more reliable in my opinion.

The speaker relays needs replacing in most cases, only if you use passive speakers.

The belts for the doors need replacing in most cases.

Resolder the decoder-PCB of the CD-player (especially the large IC's and the ground wires through the PCB).

Resolder the powersupplyboard with the big capacitors might need to be resoldered. 

The record  player might need a new belt, you can ask Martin (Dillen on the forum).

The stylus only needs replacing when it is worn, depends on how much it has been used.

The midrangespeakers of the Penta can have foamrot, so they might have to be refoamed or replaced.

Keep in ming that this equipment is 20 years or older, but if is serviced well can be used for many years more! 

Have you never tried just cleaning the relay contacts? Not sure what the long term life span is but I mine has been ok ever since!

I have done that in the past, but I stopped doing that when I found out that another relays does not cost that much.....

Please tell us what relay do you use -and where to buy it. It's a jungle out there