Its called listening, and evaluating. What we do, being intelligent aware and informed audiophiles, is we look at the room, and the equipment, and the way its set up. This we keep in the back of our minds, along with the music being played, the volume, and where we are in the room. We do all this as a matter of course, that is to say a standard routine. Being as its the exact same one we do no matter whether its a show or a store or a friends system- or even our own. Because it really does not matter. These are the primary tenets of listening and evaluating equipment.
Then if the system sounds good, or if it includes components we are particularly interested in, or maybe we just like the music, or the people, anything whatsoever, we keep on doing this as they change and play more music. When possible and desirable we politely ask questions or make suggestions- do you have this? Could you play that?
As space and time and crowd allows we may try and find a really good location near or in the sweet spot. Lacking that we move around, evaluating the sound from wherever we can.
Being informed, aware and experienced audiophiles we know the prime directive of evaluations is to make one change at a time. Since we are hardly ever at these shows able to have the presenter change out one component, we make do. That's what all the above things are doing. When they change music or when we change positions these are variations on the theme of changing one thing at a time. We can't really know what any one individual component within the system sounds like, but using these techniques we can make surprisingly good judgments of the overall system.
Of course it will sound better in a different or better room. With different or better power. Everything matters. Being informed aware and experienced audiophiles we know this. That's what we do.
So what do you do? Sounds like you can hardly ever stand it and just leave. There are no wrong answers. Doesn't mean some ways of approaching the problem aren't better than others- and experienced informed and aware audiophiles are always looking for new approaches to this problem. What's yours?