I've been a few times; my last visit would've been about 2-3 months ago. To be honest, the guys at Audio Technica Sydney don't really seem to know much about headphones from my various encounters.
Prices are much dearer than buying online. Also to keep in mind, is that that AT store is in the basement of Pitt Street Mall; loud and busy. Your audio experience will differ greatly, IMO, than going to an actual audio store to audition.
As for headphones available, from memory include: ESW-7,8,9 , ATH-M50, W1000X as well as a few others. There are also quite a large range of IEMs models, of which I can't recall.
To answer you last question, there are many retail stores that I can recommend.
Lane Cove, there's Lenn and Wallis. They have Sennheisers and Stax you can trial. Decent people to talk about audio with. They used to have the 007 mk I. Don't know about know.
Castle Hill. There's Castle Hilll hi-fi. They got some Sennheisers, Denon and AKG you can trial. Again, decent guys to speak with. The encounter with these guys gave me an impression that they were easy going.
Newtown. Hi-fi traders: Havent been there but on their website there's Senns, AKG and Denon.
Thing to remember is that most of these guys have very average head amps. Most will probably just have the SS Lehmann Blackcube with CD player as a source. So bring some CDs for audition.
