Mike, I commend you for thinking this way. For those of us who don't live near a decent number of stores, its a real problem. That's why I started attending shows and actually bought a pair of speakers that were on demo at a show. I think you can get a handle on speakers at a show, electronics are harder. I've bought electronics just on brand rep and dealer's recommendation, its worked out, but far from ideal and probably not very smart.
I'm shopping for a particular component now and have maybe 4 or 5 choices in my mind. Visited one dealer who was a direct flight away and at least could hear a couple of choices swapped out in the same system, but of course its not my system. For me, its frustrating because when you are talking about dropping 40-50k or more, you want to get it right. If, for example, I had a way to audition 3 or 4 of my choices in my home back to back I'd guarantee i would buy one of them and would put down money up front to secure the deal, but of course no single dealer will carry those brands. I have sort of an unformed thought about high end dealers having "speaker" day or DAC day, etc., where they come together to feature those components and have a fly in for a relatively small number of serious buyers ready to write a check-not tire kickers-not sure if something like that is feasible.
In terms of research, I read the mags, follow the forums, etc. and attend a show when I can. The publications provide useful basic information, but the subjective opinions are of almost no use, which is frustrating because they could be-comparative reviews. As I said, Ive visited a dealer or two with a specific component in mind, but honestly I hate to put them to a lot of trouble, and wouldn't unless I was seriously considering buying. I like the dealer I've bought most of my stuff from very much, but with almost any dealer you run into brand limitations at some point. You reach that fork in the road where you must decide to buy what your dealer carries because of the relationship even if its not what you want. Not the best place to be.
So, I think I've built a pretty good system-it brings me a lot of joy-but I might have done better if I had a way to be a smarter consumer.
I doubt this rambling post is helpful but its an important discussion and happy to talk about it any time.