Put the nuc in a deep box with foundation as soon as you get to them to the location you're going to set up the hive. Inspect each frame and start feeding sugar syrup. Look for the queen, eggs, and brood. Brood should be a solid pattern with no perforated or sunk in cappings. Uncapped brood should be pearly white. All frames should be drawn out and at least two should have good brood. Closely look at the workers on the bottom of the nuc box both dead and alive, none of them should have twisted up wings or severe short abdomens. Check for mites on the bottom of the nuc box as well. Also look for too many supercedure cells, one or two empty emergency cups are okay but supercedure cells are not, especially if they are charged. An immediate inspection saves you the headache of trying to requeen a poor nuc or trying to get your money back after you had it for a couple weeks. Just return it right away. Unfortunately I've had to tell fellow beekeepers to return nucs to the supplier after inspection.
Forgot to add: If you do find bees infected with DWV I put them in a ziploc bag and tape them to the nuc box when returning to supplier.