Auditioning headphones (ethically)?


I've had some good headphones and I want to move up to some very good headphones. I'm thinking about the obvious ones in the $1500 range: 800s, Clear MG, Arya. 

Given that one needs to live with headphones for a while for both sound quality and comfort, how do people audition two or three pairs at once? Do you buy them from the same site and return what you don't want to keep? Do you buy them from different sources and return what you want? Are there any concerns about doing this, ethical or financial? I've read the policies on Headphones.com, the Cable Co., AudioAdvisor, etc--most have generous return policies but they seem to be centered on one-at-a-time purchases.

Anyway, all this is obvious. I'm sure many of you have faced this question. What do you guys do? 
northman
Thanks all of you. I'm interested that you're all giving more or less the same advice, and it's *not* "order them all and keep what you want." I certainly agree about hifi shows; maybe now they will be happening more frequently. The last one I planned to attend was Montreal ... before the pandemic.

I agree about researching the heck out of it and I'm doing that. What I can't research, though, is how headphones will feel after an hour or two. And of course one man's "bright" is another man's "neutral." Etc.

Thank you again. The responses are not what I was expecting but they're *very* helpful.


northman,

If you look at my comment above, you’ll see that I prefer the Stax headphones over the Audeze. Obviously, that’s a personal choice but it’s due to two things; the heavier weight of the Audeze phones, and the transparent sound that electrostatic phones offer, in the case of the Stax.

In fairness to Audeze, my LCD-XC are not their top of the line. I like the sound of the Audeze phones but I found that the heaviness resulted in shorter listening sessions, although many people love those phones. Also, don’t discount the value of a dedicated headphone amp. I recommend one with tubes.
ZMF. You will have to wait several months but these are super real and lovely.
Thank you, Tony. I’ve read brilliant things about STAX "earspeakers" but I can’t imagine a way that I can listen to them at the moment. I’m not aware of any dealers in the Northeast. I’d need a dedicated amp as well. The 009s are beyond my reach but the 007MK2 are a possibility, perhaps with a STAX or Woo electrostatic amp. I’ll ponder!!

Edit: the ZMF headphones are beautiful!! I'm sure they sound sweet....
I own a pair of the the older version of 007 phones and a Headamp Blue Hawaii SE amplifier.  I considered the 009 phones, but, overall, I prefer the less bright sound of the 007 phones.  I have heard the Dan Clark phones on this amp, and I like these a lot—a warmer sound (more prominent lower midrange) with a tonal quality a bit more like Audeze phones than the Stax phones.

Comfort is important.  I find the Stax and Dan Clark phones to be quite comfortable.  The Audeze phones are very good too, except for the added weight which can be tough on one’s neck during a long listening session.  
I am now interested in the new Audeze electrostatic phone —the CRBN.  It is quite expensive, but it already has a following.