Probably one of the best ways to audition speakers is to pick up several bookshelfs for example and listen to them during the trial periods. Arx (The Audio Insider), Aperion Audio, HSU Research, Ascend Acoustics, HTD (hometheaterdirect), SVS, NHT, all make some of the highest quality "bang for the buck" speakers for internet direct companies. All have generous return policies and offer 30-45 day in home trials. Some you pay shipping back and others its free.
Next theres brick and mortar brands, Paradigm, Monitor Audio, Klipsch, PSB, Martin Logan, KEF, Boston Acoustics, ect.... Find dealers and find out what kind of return policy them have. Pick up a few of the brands small bookshelfs and a few of the ID brands and live with them a few weeks and see what you like and don't.
I did something similar a little over a year ago. I had owned Axiom at the time and decided to try something else out, ordered Arx, HSU, Aperion, and picked up some Boston Acoustics, Paradigm and Polk RTi. After it was done and I finally decided, I kept the Arx, sent the others back (almost kept the HSUs) and ended up selling the Axiom setup I had for 4 yrs and ended up with cheaper speakers that sounded better.
Doing a quick 30min listening session at a dealer showroom isn't going to tell you anything other than it sounds nice in the showroom. Its unfair and biased to have speakers at home and then judge them against other speakers that you listen to at a showroom for a few minutes.