I always start with reading reviews -- professional reviewers like magazines with a grain of salt and a microscope to read between the lines, and user opinions on sites like Agon. That all gets me a short list before I go to the dealers.
I listen at dealers to find if something sounds bad. I don't expect it to sound good unless the dealer is exceptional in his demo setup.
If something does sound bad, I figure out whether it is a product issue or a demo setup issue. Obviously, if it is a product issue, I'm on to the next candidate.
I appreciate the time, effort, and financial commitment the dealers have devoted to providing the demo experience. And it's good to talk to experienced salespersonnel who have listening experience.