Headphones

Outside of going to an audiophile store (which there are none nearby me), it seems many on this sub are often purchasing headphones with the intent to just try them. They'll give em a good critical listen, and if they dont like em, ship em back. Amazon seems to be popular for this.

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But I dont get how this works. I dont trust Amazon's "free returns" policy as they've screwed me numerous times in the past (non headphone related). Furthermore, free returns are often not free at all, and I see tons of fine print about restocking fees, return fees, etc etc. So how are you guys managing to test so many headphones before buying them?

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I know headphones.com has a 365d return policy, but at least they're transparent and tell you upfront that there are restocking fees (as opposed to Amazon which is the exact opposite). So at least you can budget and act accordingly. But again, I ask - how are you guys doing this? Is Amazon really being that good to you guys and I just have the worst luck in the world? Help!