In brief, many buy blind from reviews or brand reputation.
Some of us:
- Tie up a bunch of money in products that we quickly sell
- Travel to cities with big headphone retail stores
- Travel to annual audio shows in the major cities (LA, SF, Chicago, DC, NYC, Miami, etc.)
- Buy used / trade and then sell for basically shipping costs
I’ve done all of the above myself. For example, see the Capital Audiofest thread from November 2022.
Some also set up local hobby meetings. I haven’t attended any of those yet.