I'm not sure it's quite that fruitless to audition on another system. You can evaluate things like tonality, balance, and dynamics on most systems. What you won't be able to tell is how the imaging, soundstage, etc will work out.
I'm curious how you judge which models to go after? I have a general sense of what you like from your posts, but I've had a difficult time correlating other peoples listening to my own.
Regarding old vs new, both approaches are limiting. You will be constrained to hearing new stuff at local shops and are subject to what they carry. For old, you are stuck hunting ebay, barter town, craigslist, garage sales, etc. No real opportunities to audition exist. You can take flyers on equipment that you think has a good reputation but with it, you have to deal with maintenance issues. There aren't a lot of old speakers (but there are a few) that would get me too excited. With the modern approach, you can get similar prices to vintage by buying a few year old equipment. You still get modern attributes but at substantial discounts.
To the OP, is there a type of sound that you can describe, or some models of speakers/amps that you liked to maybe help point you in one direction or another?