What Should I Buy?

We've all seen that type of post.  So, what are your opinions on buying audio gear without being able to hear it in person?  I am spoiled in that I live in a major city and can hear most equipment and have a wide range from which to choose.  However, it seems that many live in areas where it is difficult to do this.  Plus, even in major cities, it is getting harder to personally audition phono cartridges, new technology like DAC's for a computer, brands with minimal distribution, etc.
So, what do you guys think?  Have you purchased something without really hearing it?  What were the results?  What are the alternatives?  Is it better to purchase something you can hear if you have a decent set of choices?
Personally, I purchased a turntable and cartridge based on just articles.  I've always felt the sound was fine, but I could have done better. 
I guess I would recommend:
1)  Buy something you can hear either in your system or elsewhere.  If you have a good dealer nearby, use him.  No area can have every brand, but a good dealer should have a good selection.  My take is that no magazine, Internet poster, etc. can have heard everything out there.  Plus, we all have our own views of what sounds good.  I think you're better off buying what you can audition and forget the rest. 
2)  If you live in an audio challenged area, see if dealers nearby will send you equipment for audition.  Or, see if the manufacturer will send a loaner to you.  The other option is to make a vacaton trip to a major city and make it an audition/buying trip.
3)  I guess you could buy without hearing and sell the stuff if you don't like it.  I've never done this, but it is getting easier to do nowadays.  On a major purchase, is it cheaper to do #2 above instead though? 
What does everyone think?