Depending on the popularity of a product, my dealer usually let's me borrow a piece of gear, either overnight, from when the store closes to the next morning, or for a few days.
The only things that I've bought without listening first, are my Little Dot 1+, wich I bought based on the many favorable comments it got here on Head-Fi. And my Grado Bushmills X. The reason I bought those is because they're a limited edition, so I figured that I could try them, with the hope of at least get my money back, if I didn't like them. And who knows, they might even appreciate with time.