Sorry for bumping an old thread, but I couldn't find a rule against it... (let me know if I missed it).
I went to Audio Concepts today, and they still have some headphones you can demo. They had at least six Grado headphones, about five Sennheiser headphones (HD600, HD650, HD700 among them), two PSB headphones (M4U 1 and 2), and I think the fourth brand was beyerdynamic. They also had a few expensive headphone amps (one of them with a couple of vacuum tubes).
They had a Mac with some music on it for demoing, and I could also use my iPhone, too.
The two issues I had with the place was that:
1. It's a relatively small and fancy store with a salesman who (gently) tries to be a salesman (as opposed to a big box store where you can hang out in an area without being disturbed).
2. I have the HD595 and wanted to want the HD650, but after hearing the HD700 I'm going to have to save some more money....
Of note, because of #1, when I save up for the HD700 I intend on going back to buy them there since I did demo them there.