Buying used limits your losses if you don't like what you bought without auditioning first. Also, some manufacturers sell direct with generous return options, in which you usually lose the round-trip shipping charges. Just be aware of any restocking fees. Some brands/mail order retailers to consider that offer good return policies include:
Audio Advisor
Music Direct
Salk Sound
Ohm Acoustics
B&H Photo (KEF dealers)
Decware
...and many others I cannot think of right now.