When it came time for a phono stage I took this to the max, doing home auditions on at least a dozen different phono stages. Whew! But it was all worth it in the end when I wound up with a ARC PH3SE that made me happy for a good 16 years.
All during those 16 years however my system continued to evolve. Everything got better. Including my review reading skills. When you get up into a very select range of components it simply is no longer practical to home audition.
Also at this point I came to realize it makes little sense to go and listen. Why? Because components at a certain level, the very best ones aren't really doing anything. The perfect component does absolutely zero to make the sound good. Instead what happens is you realize a crap component can make everything crap, but a good component can do nothing to make it good again. All it can do is add zero additional crap.
Therefore, if you find something really good and you go to listen it is only going to reveal all the other crap in the system. This is why I never bothered to go listen to Moabs even though I could have. If they are as good as I expect then I will only hear whatever they are connected to.
Now if you follow this line of reasoning to its logical conclusion you realize that going to hear something somewhere else is at best a two-edged sword. You may have a favorable impression, or not, but either way it can be just as easily based on everything else in the system and have little or nothing to do with what you think.
That is why for going on 15 years now I have not listened to or auditioned one single thing I have added to my system. Yet every single one of these additions has performed beyond expectations: Melody I880, Koetsu Black Goldline, Origin Live Conqueror, Teres Verus motor and controller, Herron VTPH2A phono stage, Townshend F1 cables, Pods, and Podiums, Tekton Moab, and a slew of others. Currently working on Raven Reflection MkIII.
So today my view has evolved to this: When you are new and starting out you absolutely must go and listen to as many different things as you can. Make the stores change components. Any component. They can switch power cords, interconnects, amps, speakers- does not matter. Just make them do it. Pay attention to how the sound changes when each component is changed. Compare this to as many reviews and user comments as possible.
When you gain experience try and do the same as much as you can in your own system. Bring a demo home, have friends bring stuff over, bring your stuff over to try in theirs. Try as many different things as you can.
Always with the goal of becoming so advanced and skilled you no longer have hardly any need for such things. Along the way you get good enough reading reviews, sifting through comments, and understanding what all the various components do and how they contribute to the overall sound, that you don't really even need to do this stuff any more.