The hookah is only part of the evening. Before you settle in, notice the air: good lounges have proper ventilation, so the room isn't thick with smoke even when it's full.
Hygiene is the next sign. Every guest should get a new disposable mouthpiece, hoses should be washable and cleaned between guests, and bases should be rinsed every day. Don't hesitate to ask.
Finally, watch the master. A good one asks what you like, adjusts the heat during the session without being called, and changes the coals before the smoke turns harsh. That attention is what you are paying for.