The diminishing returns comments are an interesting point, and to a degree, I'm in agreement.
All the same, if you're genuinely interested, it's worth putting a little time and effort in to hear some really good gear. Most dealers are very enthusiastic about showing off their kit, and there's also the better "enthusiast" shows, such as Scalford.
I believe that it helped me to better understand just what I was getting, even if I couldn't afford some of the real top end gear. So with bit of time, I've managed to hear some really good gear from groups including Linn, Naim, Mark Levinson, Esoteric, DCS, Wadia, Meridian, Mckintosh. So whilst my "preferences" on sonic presentation might well be different to others, at least I'm comfortable with understanding what I've got for the dosh, and what's possible.