Differences in CD players? Am I crazy?

For what it's worth, I've observed non-audiophiles be able to quickly hear changes among mid-fi CD players auditioned through mid-fi systems - even when they weren't expecting to be able to do so - and also other listeners who professed they couldn't hear any differences under similar circumstances, even if I could (all tests casually level-matched). Even in my own higher-resolution system, there have been times where direct comparisions have left me wondering whether small improvements in CD performance were really worth what they cost, but other times when differences seemed quite obvious and important. This may not be of much help, but I suspect your dilemma results from some combination of there not being an earth-shaking difference between the sounds of your players (which is not to say no differences at all), and your lacking the system and possibly the ear-education to fully discern or appreciate what differences do make it through to the listening position. Aside from your experience at the dealer's, I would counsel you to conduct more extended listening sessions using a wider variety of disks - you may find that a clearer picture of the situation emerges over time.