A handful of lessons from my experience:
1) In addition to the obvious dealers to avoid, beware of those who are passionate about a product that is not captivating to you. Your ears are right. If a dealer trys to tell you what you like, don't buy from him or her. In fact, if using a dealer, its good to audition several before making any buying decisions at all.
2) If you are buying retail, listen to the product at home in your system before buying it. If the dealer will not accomodate this, then its a red flag. If you insist on considering it without a home demo (preferably without the dealer present), then listen to it for at least a couple of hours at your dealer. Over two hours a) your dealer will get tired and leave you to make up your own mind and b) the initial blush of something new and exciting will begin to fade and you will begin to actually hear the component. The longer the audition, the better.
3) Magazine reviews, for the most part, are rubbish. Those that are accurate are impossible to separate from those that are not. Almost all component reviews are positive. Why? Because, a) reviewers get paid via advertising and b) if, during the course of the review it becomes apparent the reviewer is not enthusiastic about the product, the manufacturer may withdraw it from the review. Informal bad reviews happen, but formal bad reviews don't get published. If you must read and rely on a review, take any negative comment found in the review and multiply its weight by a factor of one billion.
4) When doing a demo at a dealer and you think you like the product, its very important to a) find out whether the dealer has made a modification to the product and b) make sure the dealer has roughly matched the product to similarly priced gear. Dealers love to, for example, put megabuck cables and power conditioners on lesser gear.
5) Before buying any tube amp, find out what it takes to change the tubes and bias the amp. Most are easy, but there are a few knuckle-heads such as the old EAR534. Having said that, dollar for dollar, a tube amplifier is generally your best bet for musical amplification.
6) If a product is foreign made, make sure it has a well established repair facility in North America (unless you don't mind shipping it overseas someday). The heavier it is, the more important this becomes.
7) Before shipping to or buying from another country, make sure that you and the other party are in agreement about the declaration value and who will pay the duties.
8) One of the most common system shortcomings is a sonically hot or harsh high end. If so, don't let your dealer or otherwise tell you that a) its not, b) it just sounds realistic, c) you are just unused to all the detail it provides, or d) its not a system problem - its your room.
9) If you ever receive a request to pay via Western Union, its probably a scam.
10) If you ever get a "second chance" offer from somebody on EBay on a product that you bid upon and did not win, it may be a scam. Thieves like to "cut" ads for unsold items and "paste" them into emails that appear very legit.
That is my .02 cents. Jeff