I try to buy from sellers who offer a return policy so I can hear gear in my system, in my room.
I got burned very early, basing purchases on showroom demos and vowed to never make that mistake again.
That being said, there will be circumstances where this is not possible and you'll have to decide, based on reviews, whether you want to take a risk. Purchasing used, in-demand/well-reviewed components that can easily be re-sold is a way to minimize the downside of \such risk-taking.