I agree that you haven't "heard" the speaker until it's in your system. So, yes, several times I bought having only auditioned at a store. Now that the stakes are higher, i.e. more $ into components, dedicated room etc., I need to hear it in my environ. Now, the question is, would I buy any component from cables to cd players without first auditioning.
I don't subscribe to the "gotta listen for hours/days to assess the speaker" group. I can tell in five minutes whether a speaker is a serious enough upgade to change. If the speaker doesn't blow me away with how drastically better it sounds, then I figure why change? Auditioned my current mains, oh, say 30 seconds and I knew I'd buy them. Got them home, and say 5 minutes of playing in my system and I knew they'd stay.
More of a leap of faith was shelling out the extra to run them in a stacked (double pair) configuration. I read a review which lauded it, so I picked up the extra amp, cables, interconnects, and speakers having never heard it. One of the best leaps of faith I've ever taken.
My confidence in first seeking out the speakers was bolstered by reading 17 perfect reviews (every review rating a 5 of 5) on audioreview.com I saw that the associated equipment of the reviewers was of high calibur, and assesed their comments accordingly. A great source for assessing components that one cannot audition. I also paid attention to what speakers the reviewers were trading in (namely the ones I owned at the time)for the new one. That spoke volumes.