Stuartk, I understand completely and couldn't agree more! All the shops I've ever purchased any major component from have always had either a 30 day or 60 day full refund return policy and most never had a re-stocking fee for returns. So, I've always felt comfortable doing my due diligence on the reading, research and preparation end and, then, some serious seat-time in auditions before laying down serious or even semi-serious simoleans for a purchase. So far, I've never been disappointed with what I brought home.
I tend to be very compulsive with my reading & research. My friends love to bust my chops about that and just can't understand why sometimes my reading & research will go on for the better part of a year, if not more, before I pull the trigger on something I want. They give me the same grief about my seat-time or shopping habits. Prior to upgrading my speakers a few years ago, I logged somewhere around 19 to 20 hours of serious critical listening time with around 18 different pairs of speakers and, yes, of course, that was in 5 different high-end shops in 2 different states. I like to think I've acquired enough audiophile smarts over the years to be able to factor in variables like different sound rooms, different acoustics, source equipment, etc. I always make a point of controlling for as many of those variables as possible when I make appointments, to the point of specifically requesting which components I want the shops to use if they don't have something exactly like what I have. I even ask them, for example, specifically how I want speakers set up in the sound room. In short, I try to replicate or, rather, approximate as closely as possible, the conditions I have to contend with at home. In this last experience, the speakers I bought actually sound better under my roof than they did in the showroom. I'm blessed with a living room that has good acoustics. I just can't imagine doing anything even close to this by buying a bunch of stuff on-line. I don't trust whatever audiophile skills I think I've acquired to make that kind of educated guess, especially when it comes to speakers. I think I'd be more comfortable doing something like that for an amp or a turntable, if I had to, but I would try to avoid that if I possibly could. However, as you've said, that's just the way I roll.