You will almost certainly buy the liver ready sliced by your butcher, but if you have any choice, and are buying top quality liver, have it sliced thicker than usual, say 1/3 in (8 mm) thick. The liver flavour will be more pronounced.
Check that the outer membrane has been removed, otherwise it will pull the liver out of shape as it cooks. The meat should be fresh and clean looking, with little smell. Only inferior liver needs soaking in milk to remove excess blood.