I don't know of anywhere that will let you try earbud headphones, for hygiene reasons.
This is why I'm happy to pay a premium at my local record shop. I love talking with the owner and he's always introducing me to good music. I know he prices high but I also know that it's quality, and usually the conversation makes it worthwhile.
I got my last turntable from a brick-and-mortar after doing plenty of research online. I took some records with me and could listen to them through a couple different tables on various speakers they had wired up in the shop. The guy helping me knew his product and it was overall a good experience (and he gave me a nicer open-box preamp for the same price as the more basic one I had intended to buy). I left that day with new gear I was confident I'd be happy with. If I'd bought it online I wouldn't have had the advice nor would I have heard it through several different speakers. I also wouldn't have gotten a deal on the preamp.