have you ever bought stereo without listening first

I was able to listen to my first pair of good speakers before I bought them. Almost everything else, the opposite was true. The integrated amp was the biggest leap for me, probably due in part to it being a big leap money-wise as well. No regrets.

I've been disappointed more often buying something that I heard in person.  In two cases that spring to mind, I was in a hifi store just browsing around and heard something that caught my ear and seemed like a great deal.  I didn't do any research, didn't read any reviews, just relied on what I heard with my own ears in the listening room.  It wasn't until I got home and listened for a while that a particular shortcoming or another reared its ugly head.

Most of the time I make purchases with intent.  That is to say that I'm looking for a particular piece that has certain sonic characteristics, and also has the right connectivity to work with the rest of my system.  I do a lot of research, using both professional and user reviews here and and other places, being careful to "read between the lines".  I'm almost always happy and satisfied with those purchases.  In most cases, the professional and user reviews are based on extensive listening and tend to help me avoid characteristics that are not to my liking.

I worked for a boutique speaker manufacturer in Australia, almost all of his customers are people who either fly in or drive quite a distance to audition equipment (reputation). John Rutan and David Belles have obviously achieved good reputations.
Through my work, I was fortunately exposed to a lot of very different technologies and products, of varying efficacy.

After moving to a very remote part of Texas, I have had to rely on reviews, Agon and other forums to introduce myself to a broader range of products and technologies. The purchase of a Datasat RA-2400 was a lucky (educated) guess, that I hoped if a bad fit for my system I could sell out with minimal loss.

I also purchased a Cambridge 4K Blu-ray player off reviews. 
So I'm in the same boat, informed trial and error!

Wow, a lot of nice comments. I live 2 hrs from any reputable High end store. I also relied on reviews and personal references like  from J. Rutan who I admire for his 30 yrs of experience in the business. That gives me some sort of confidence. Is that feeling you get when you are talking with honest sellers. Regardless, I believe that High end stores are not easily accessible except on the big cities. Maybe times and economic pressures are driving a change. There is a lot you can buy on the web and some allow for  audition at home and return for a small fee if at all. This might be the way for a lot of us. Personal audition is the ultimate test, but I have to agree with one comment, sometimes it sounds better in the listening room than at home. Here is what I can deduce when buying without auditioning, If you can talk to some one that have put together equipment like yours, they have a better idea what are good combinations and give you meaningful advice. at the end is your budget that decides. thank for all your comments.

The fact of the matter is high end stores may be accessible in big cities but high end components never are. By the time we drill down to exactly what we want and even if we find say a dealer who carries Synergistic Research he will never have in stock the ones we want to audition. No dealer has any Swarm or Tekton in stock- impossible! Is there anyone here lives within driving distance of being able to hear a Raven, Onkk Cue, Schroeder, or Herron? 

This is why all the guys I know who have actually heard a lot of the good stuff, they are like willgolf and have flown all over the world. This stuff is just that rare and hard to find. It seems like there's a lot only because the internet makes it so easy to find anything anywhere no matter how rare. Great for electrons, perfect for pixels, don't do squat for listeners. 

When my dealer - who had flown all over listening to everything, for years and years- retired and I lost my connection I had to learn how to use the internet. Its a different approach but it has been working just fine for me. I do like big_greg and search with a plan, read everything I can find, and usually as the final step and whenever possible talk to the builder. Following this approach I have not only never been disappointed, I have actually never failed to be satisfied beyond all expectation.

Do it right and I don't think it matters where you live. Internet, UPS, and a brain- all you need.