That means you haven't found the right dealer yet. I went through something quite similar in the mid to late 90's.
I had started my Hi-Fi buying in the mid 80's by visiting some good "old school" dealers; ones that adhered to the Linn-type single speaker tune dem philosophy. I was really happy with my system to the point where I couldn't wait to get home each day and play music.
By the mid 90's other things were going on in my life and I took my eye off the Hi-Fi ball, so to speak. Next time I picked up a mag I got seduced by the discounters: So much stuff, such big 'savings'. But it ended up costing me more in wasted time and money for equipment changes that were unsatisfying. The dealers weren't interested in doing dems. They just wanted a sale at any price, and I'm the one who paid dear for those 'savings'.
By the late 90's I had a job that meant I visited most of the Hi-Fi and AV dealers in the UK. It became abundantly clear that old school dealers were in the minority as the world was focusing more on DVD and surround. I hadn't realised, but my home territory of the North West of England is particularly well served by some excellent Hi-Fi dealers. The same can't be said for the rest of the country. Good dealers are there; they just take a little more work to find.
Finding the right dealer is crucial. My local dealer is a 50 minute drive away and sells gear starting at under £200 per item. That's hardly esoteric by any standards. There are shops closer, but none that give the same quality of advice or offer the demo service.
A good yardstick for measuring dealer quality is if after a demo they advise you to purchase nothing. No change is better than a bad change. A dealer with your best interests in mind won't be afraid to tell you "No" rather than let make a bad choice.