I dont have a store nearby, so i do most of my headphone exploring by buying and reselling used headphones. Havent made a profit nor a loss in 20 or so headphones. But in my country (Netherlands) the market is pretty bad, especially with the higher end stuff. People try to sell their (ab)used stuff often for more than new price and get annoyed when you offer them a more realistic price.
While we have pretty good stores but it’s usually overpriced but cannot complain about the range from cheap JBLs up to Meze Empyrean and Hifiman Shangri-la which you can demo. But we have a large second-hand market with headphones and speakers, unfortunately IEMs are pretty rare especially those in 200 USD range. I bought and sold many headphones and it was always a good experience with really kind and enthusiastic people and it was nice to talk to someone who is as invested in this hobby as I am