For me, it was the ability to do an A/B comparison of multiple different speakers. There were some speakers I immediately dimissed, but I still ended up with a short list where I felt my sound retention was less than adequate to compare over extended periods of time (more than 1 hour). There is nothing like being able to switch between speakers in real time to pull out the differences, strengths, weaknesses, and decide an overall preference. And comparing multiple internet companies is challenging to say the least.
My approach, I purchased a pair of Aperions and compared at a friends house, people I met on other forums homes, and at a local retail store (if you can get them to do it (I played off of there own curiosity)). Though it was a fair amount of work (up front scheduling, travel, set-ups), I enjoyed the process (the listening tests) and feel I definitely got the best speakers for the money (I ended-up purchasing an Aperion 6 series system).