You just do some research on whatever you're intending to buy (and in that respect I largely use user feedback, not specs, for validation of its potential efficacy), then make a judgement call on it, and trust your gut instincts.
I haven't 'auditioned' anything, or been near a dealer's premises in YEARS, yet I frequently manage to buy gear using the above process with no problems whatsoever, and end up totally satisfied with my purchases - that's WHY I don't need to box-swap!
Look at my Gallery thread, and the amount of stuff I've been buying recently, from cartridges, stylii and SUTs, to speakers, headphones and headphone amps - much of it from the other end of the world, and NONE of it was auditioned or chosen from specs! Just simply through thorough research, and ultimately having the balls to trust my instincts.
Fortunately, all of it was a success, therefore I'll be owing and enjoying those items for many years. And I've adopted the same system-building process too, for YEARS, long before AoS was born, and made VERY few mistakes along the way. Every single part of both of my current systems was chosen using that methodology.
Do you honestly think that's just pure luck?
Marco.