I know we have said this many times before but, it really does pay to audition equipment in your own home first. Many people can't do that, so the next best thing are friends or auditioning in stores. Some still can't go that either.
Buying with a return policy is another good idea. Especially for expensive equipment.
I would say that speakers are probably the most difficult. They will sound completely different in your home using your amplification.
Short story. I was in Colorado auditioning a music server from the manufacturer. In our discussions, he showed me a competitor's music server. It was in a very heavy case with very large and heavy heat sinks on both sides. It looked like a class A amp.
We opened it up and guess what? Absolutely nothing at all was connected to the heat sinks. They were there for show only. This was a $7,000 music server. It was one of the funniest things I have ever seen.
Sorry, got side tracked.
I sometimes buy and read audio magazines just to see where the "industry" is at the moment. The reviewer's comments sometimes make me laugh. Most are in the industry's pocket.
I have no problem with them reviewing stupidly expensive equipment, as long as they also review more reasonably priced equipment also.
I still believe that in most cases, you do get what you pay for. There is a low end, mid level and high end for just about everything. There are cheap car parts and much better quality car parts. Same for watches, clothes and audio equipment.
But, don't take the word of a reviewer solely. Ask around. Sites like this are a good start. Demo as much as you can and definitely ask if you can take a piece home to demo for a week or so.