It can be a nightmare and I have recently done likewise and had to take my CD player and cables with me, to hear amp/speaker combinations for my upgrade, in various shops.
I was expecting to do this and shortlist 2 of the favoured combo's for home dem to be sure, but as it happened I have got to the point where there is only one option that I'm excited about at the moment.
It's tricky, especially as I have yet to hear one pair of speakers that are an interesting option, but that dealer is willing to bring them to me for home demo, so may still take them up on that.
There's no hard and fast rule I guess, but I certainly agree that once you have knocked out the lesser options, if you are still not sure, then get a home demo of what's left on your 'maybe' list.
A minor point - I like Ayre kit and have the C-5xe CD, but amp-wise have you tried Moon stuff - it's awesome - could be worth hearing!
Ayre C5XE, Gutwire C-Clef Power chord, Kimber Select KS1030, Moon i5, Gutwire PowerClef Chord, Kimber Crystal-24, Sonus Faber Grand Piano [just sold]. Russ Andrews Ultra Purifier Block/Signature Powerkord.
UPGRADE IMMINENT ..... mmmmm!