When I was younger I didn't think this way, but in general:
Listening is not important if buying from a trusted source, boxing again just means I have to think of small talk.
If I am buying locally, I listen for about 30 seconds cold start for distortion, caps slow to charge. I don't like it when the gear is warm even though they do it for auditioning sake. I don't want to see your CD rack, either.
Remote buying. I don't go anywhere to do any audition first or any such pearl clutching to compare. If its right, then its right and I buy it. Occasionally I copycat something someone has that I have heard, but that is rare. What's the fun going to your buddies house to hear the same **** you have at home?
In all cases, if I don't like it I just sell it on. That's rare. I tend to sell the bottom from the collection once in a while, but I have had numerous pieces grow on me so I have learned not to get rid of stuff too quick.
Auditioning is a waste of time beyond looking for damage, stuff sounds completely different with environmental changes. When I was younger I did stuff like bring my own CDs but all of that is a waste of time now. That patience is thin with guys that need too much attention... it doesn't take 6 songs, either know what you're buying or get to know what you're buying, this is my house not Best Buy.