I'm in what might be considered to be a comparatively luck situation, being in the UK and having a good relationship with a good dealer.
Equipment for audition, unless it's something like a cable is brought round by the dealer. We audition using what we would have listened to anyway because we're mostly familiar with what we listen to. At first there is a tendency to be analytical with known music because it's human nature, but it's more about how you connect with it, and as time passes we slide into listening to the presentation and connection, rather than focusing on specific details.
Everything which is evaluated, for a day, a week, a month or sometimes longer is sent back with no trigger pulled. Then it's back to the present system. At some levels, and sometimes on many, it is obvious what the difference is. It's then a question of which we enjoyed more, what we could live with, the cost to change and if the cost justifies the change.
Auditioning a 500PS on the nDAC. We didn't like the voicing as much as our XPS2. Over three days the new PS either leveled off or we got used to it. The advantages were easy to hear but we didn't know if they (big as they were) were worth the leaner presentation. When the 555PS went back and the XPS2 had been running for a day that we did the reverse comparison. And fell over each other reaching for the phone.