Research and Compare
In the last year I purchased new speakers and a new receiver after a couple of years of sporadic research. I finally came up with a strategy that eased my mind about whether I'm getting quality for my dollar. My strategy evolved into reading the forums and recommendations on sites like this one, finding speakers and components that I could audition at a local store, pricing the recommended components from different internet vendors, then deciding if it was worth the extra money and sales tax to buy from the local shop. If the price from the local shop was a reasonable markup (15 to 25 percent more) than the internet, I figured it was reasonable to support the services that the local shop offered (hours of patiently answering my questions and switching speakers and components), and so I would purchase from them.
It's certainly more work to do research and compare than it is to take someone's recommendation in a forum, but that's part of the fun of buying new audio video equipment.
I didn't buy the most expensive (Yamaha RX-V1500, Tannoy DC3 and DCC), or the cheapest, but I bought what I thought was a good value for what I wanted to do; and I wanted to ensure that I was getting decent quality for my dollar.
Are you getting hosed? If you buy before you do your research, you'll never know. On the other hand, if you've done your research and compared prices of internet vendors and local vendors on components that have good recommendations on sites like these, you'll know you're not getting hosed.