[vince321]

Being in a city this large, it would seem reasonable that a store with good variety of headphones exisits.  It would be really nice to see and listen to some HiFiMan, T1, LCD-2, etc..... prior to purchasing. 
 
I have not been able to locate anything. 
 

 

[Merck]

I don't know of any stores you are looking for but headphone.com have a 30 day money back guarantee.  It is a bit of a hassle having to deal with the shipping costs and so forth but if you can't locate a store then that might be your best option.

 

[balderon]

Most reputable online stores who sell high end headphones have similar policies.