You will probably get responses that run the gamut from "never" to "right now!"
I look at it this way:
Some things I would be very relunctant to buy as display models, like a projector, unless the price was far below retail, because of the risk of failure or the risk of damage due to improper use is high.
However, DVD players, in my opinion, are very durable and generally not overly abused in a display. Also, DVD players are not a product known to have a short life or wear out easily. Therefore, I would buy a display model DVD if the price was right.
Find out how long it has been on display. Look carefully at it - every square inch - and examine it for scratches and marks. Look particularly for wear on buttons. If there is a little wear or rounded edges on buttons it may indicate a long period of heavy use. Check the vents carefully for dust and dirt.
Check the remote very carefully also. The remote may be a weak area - it could have been damaged if used a lot. Also remotes are usually ridiculously expensive if you need to replace it.
Find out exactly what it comes with in the way of original packaging, manuals and accessories and also warranty.
If all seems reasonably good and not overly abused AND the price is good than go for it!