I guess for me the stores would always be the way to buy speakers
Not that you couldn't try out speakers in your home & return, but I think first you should do in store comparisons & then when you decide on something, try in your home to see if they fit your tastes.
Most good speakers will sound ok. If you listen to the sound long enough in a test at home, the sound might even grow on you. However, this doesn't mean you couldn't have found a better fit had you auditioned speakers in a decent audio store. By this auditioning, I feel you can truly discover the nuances of different speaker sounds and determine what characteristics most suit your tastes. How do you do that by mail when you audition one speaker one week, then send it back and listen to another? I don't think you can because your ears adjust and re-adjust to what you're listening to for an extended period of time. Unless there's a sound characteristic that really grates on your nerves, I think many might learn to like the sound of most good speakers. However, again, that doesn't make it the best match for you.
However, if the only stores you have available for auditioning are of the Best Buy or Circuit City variety, you may as well give the internet route a try, since they really don't have any kind of auditioning environment & some of the products offered via internet sales appear to surpass the quality of what you could find at these stores.