I haven't stepped inside a B&M dealer in more than 12 years because I'm not willing to pay their prices, and therefore won't use their time. Nonetheless, the best thing I've done to build my systems (I have three) has been to develop a strong relationship with a local dealer, one who works out of his house, sells quite a bit online, is willing to discount, and comes to my home with components. I've spent many, many $K with him. It's a different kind B&M sales strategy, more of a hybrid, and it's one that works.
From my end, the keys to making this approach effective is for me to do a lot of research on the pieces I'm considering, and then be willing to gamble on whether or not I'll achieve the synergy I want. It takes time and careful judgment, along with the willingness to take some losses, but in the end it works for me--with surprisingly few glaring mistakes. Just part of the hobby.
Besides, I've found that I can't really tell what anything sounds like until it's in my room and I've spent quite a while massaging the system around it. Very tiny changes in a high-rez systems will have big consequences for sound; very few--if any--of those myriad contingencies are controllable outside of one's own room. B&M auditioning is therefore pretty much a waste of time for me. I don't bother going to audio shows, either, for the same reasons.