I second Singapore. I know it's a little far from most of us, but when I lived there, I visited Adelphi building almost daily. The building is 5 or 6 stories tall and about 80% is filled with high-end authorized dealerships. I'm talking Krell, Canton, Levinson, Revel, Tannoy, Martin Logan, Totem, Lexicon, Triangle, and EVERYTHING ELSE.
I've traveled a lot and Singapore is by far the best place for an audiophile. Since all of these stores are so close together (any store to store walking distance is less than 5 minutes) it is perfect for audiotioning speakers. You can make a list of all the speakers you want to audiotion and then hear them yourself all in one day!
Many of the dealers I've talked to have a background in engineering and have a very good knowledge of their products and audio in general. If you have a chance to visit Singapore, do NOT miss the Adelphi building.
There are other high-end companies such as McIntosh and Thiel, who are located outside of the Adelphi building. But when the country is a tiny tiny little island, who cares? Everything is within 30 min drive away. As a bonus, the weather is fantastic (if you like sunny) all year round.