I start from the principal that I will not buy a component that won't fit into my current system, at least adequately. That is in terms of specs, will my current amp drive the speakers for example. Then I would normally get the speakers into my system and ensure there is adequate synergy with the room and my current kit. If there is and I still love the speakers, then I would buy them. Next I would add incremental changes, such as a new power amp as a loaner from the dealer. Is it better or worse and so on, till I am satisfied.
Having said all that, I don't actually do it every time. My last and final speakers, Daedalus Audio DA-RMAs, I heard at Rocky Mountain, then ordered for transport over to the UK. I couldn't be happier though, so sometimes, you take a chance.