Auditioning headphones (ethically)?

I've had some good headphones and I want to move up to some very good headphones. I'm thinking about the obvious ones in the $1500 range: 800s, Clear MG, Arya. 

Given that one needs to live with headphones for a while for both sound quality and comfort, how do people audition two or three pairs at once? Do you buy them from the same site and return what you don't want to keep? Do you buy them from different sources and return what you want? Are there any concerns about doing this, ethical or financial? I've read the policies on, the Cable Co., AudioAdvisor, etc--most have generous return policies but they seem to be centered on one-at-a-time purchases.

Anyway, all this is obvious. I'm sure many of you have faced this question. What do you guys do? 
Buy used, try them out, and if you don't like them, flip them.  If you don't overpay you should be able to get most or all of your money back.

Headphones are a personal thing, definitely find out if the person selling is a non-smoker and consider buying a new set of earpads for them.
Again, thank you all. @big_greg, super advice about the ear-ads and the smoking. 

The ethical concern for me is what @crustycoot picked up on. It's not a question of following policies; that's easy. It's about playing fair. I'm especially interested in what that means when I'd like to audition at least three and maybe (after reading this thread) five pairs of headphones--ideally at least some of them at the same time. Is it ethical to buy three pairs of headphones from a website (would we call that a dealer?) knowing that I'm going to return at least two of them? If a dealer carries more than one pair that I'm interested in, is it ethical to sequentially buy headphones, knowing that no matter how much I like one pair I'm going to return it and try another, and another? Is it ethical to buy headphones from three different sources, knowing that two of those sources will never see a penny of my money? Is there a difference between buying from Amazon and buying from a smaller vendor? Etc etc. I can read the policies but would I just be gaming the system? 

To put this a different way, it would be easy for me to buy five pairs of headphones, from one site or from multiple sites, and return at least four of them. I would be within their policies. But is that ethical?

And, yes, good idea about buying used and flipping. That doesn't solve my hope to have more than one at a time, and ... there are obvious risks and costs to that approach.

I'm not looking for problems here! I'm genuinely curious about how people audition multiple headphones. I'll check with the Cable Company. If they're set up to do this, I'm in. (I've emailed with them in the past about auditioning cables from their "library" and, well, it wasn't as straightforward as it sounded.)

Finally, I wonder how dealers would respond to this. If I asked audioadvisor or or a store, would they encourage me to buy three pairs, knowing I was returning at least two? What would feel fair to them?

And, yes, amps. Right. That, too.

To put this a different way, it would be easy for me to buy five pairs of headphones, from one site or from multiple sites, and return at least four of them. I would be within their policies. But is that ethical?
I think as long as you’re honestly willing to buy the headphones if they’re the best for you and you’re following the dealer’s own return policy I think that’s perfectly fair and kinda how the world works these days.  I think it’ll be tough for any dealer to stay in business longer term if they can’t adapt to this way of doing business.  

The other way to look at is that this way at least the dealer has a legit shot at at making a sale they absolutely wouldn’t make if they didn’t allow you to try them.  Plus, even if you return them the dealer can sell them as demo units and still make some — albeit a bit less — $ on the sale.  So yeah, this increases a dealer’s cost of doing business, but on the flip side they have a world of potential customers as opposed to mostly local traffic.  Anyway, just my $0.02 on it FWIW. 

Sounds like it’s a good excuse for a road trip. The good thing is you get to take your listening room with you. 😁

You ask a good question. To answer it from my point of view, it is absolutely not ethical to purchase multiple sets of headphones with the intent to return all but one. That is not the intent of the companies that offer this policy and it constitutes a cost to them as they can no longer sell the returned headphones as new. To me it this kind of behavior points to one of the reasons society has become so angry and unfriendly. Most people used to be taught to “do the right thing” based on principles of fairness. Our society has moved to make decisions based on rules… and how close can I get to, without actually violating the rule. Rules are gross generalities established to stop an unwanted behavior after it has been detected as a problem. If we would always act in such a way that if the situation was reversed, it is the appropriate action, then people would act more considerately.

So you asked a valid question. I have been in business most of my carreer. The answer is absolutely no. If I wanted you to buy multiple headphones and use the return policy. I would state it as a option. I would advertise it as an option. “Buy 3 return two… no charge.