Having spent sizeable amounts of money in owning gear from Ayre, Audio Research, Aesthetix, Vandersteen etc, let me tell you that not a single item was bought after home-auditioning. It was never practical and possible, and that is that. But the experience never backfired and all my equipment sound great and work great.
My observations so far are that most people (like me) try to visit dealer showrooms where such high-end equipment are set up for demo in proper rooms, and you can listen to as much as you want. You can even carry your own equpment and many dealers will be happy to connect them to the equipment you are trying to match and buy. Plus, you talk to people who own such equipment and then read a lot about it, and also make your own judgments based on science and engineering. To me, this approach has always worked.
As someone correctly said, you don't keep a car for a week or more before deciding to buy it. I presume most of us, at least old-timers like me, have arranged marriages and never had the opportunity to keep a woman in the house for a few days before deciding whether to marry her or not!
After all, a good equipment is a good equipment, no matter where you play it and with whom you match it. An amplifier will sound the same whether played in the dealer's room or yours, the difference in sound comes from the room characteristics. Of course, certain basic attributes of the equipment you buy have to be considered in matching with the rest of your system and that is no big deal as long as you can communicate with others using the same stuff. Nobody makes an equipment to sound in a specific way in your room.
But all this requires the dealer to be very professional and knowledgeable and patient enough to demo his equipment in his showroom with a decent setup. I had tried with a few local dealers in India and always found their setups crap. But I am lucky that I got some excellent listening experiences with dealers outside India, notably in USA, The Netherlands and Singapore.
Just my 2 cents on this topic and thanks.
murali