Pretty simple - does it sound better to me? When I replace something or add something in my system, does it sound better (I know, crude description). The better sellers will let you return it if you don't like it. I'll normally get the opinion of whoever is selling it if it should be a good fit with my system before trying it. If they don't offer a money back guarantee, I will listen to it in their store changing out only the component in question on a similar quality system to mine. Then if I don't think it is better they get mad.
If you don't listen to it, shame on you for treating it like specs for buying a computer server.
I have heard of people who buy cars without driving them first and it makes we want to vomit. The exception is car collectors who don't drive them - they are more like investors or art collectors, and if that is what you are into, that's fine. I prefer the stock market. Long term - not day trading.