Good-sounding audio components?

I try to buy from sellers who offer a return policy so I can hear gear in my system, in my room. 

I got burned very early, basing purchases on showroom demos and vowed to never make that mistake again. 

That being said, there will be circumstances where this is not possible and you'll  have to decide, based on reviews, whether you want to take a risk. Purchasing  used, in-demand/well-reviewed components that can easily be re-sold is a way to minimize the downside of \such risk-taking. 

No one has mentioned the obvious point yet, but one of the first things you need to do is decide what you can afford. Then, see what your options are within your budget.  While it doesn't hurt to listen to high end systems out of your price range, you might be surprised how good many of the items are within it.

I think about $500

whatever that nets me...it should sound good enough; but I'm not going overboard.

As I pointed out, I listen to determine if it sounds good and worth it to you. 
 

Given your budget, you are going to be looking in budget category. Hopefully you can listen before you buy.