1. Having some basic knowledge of what a good loudspeaker should do, i.e. reasonably flat on axis FR, smooth off axis response that's free from major aberrations, low distortion at desired listening levels, presenting a reasonable load to a partnering amp, etc.
2. Defining some goals, i.e. listening levels, extension, etc.
3. Looking at 3rd party measurements to see how various speakers objectively perform. In addition to reviews here,
this is a handy resource as they perform measurements at the Canadian NRC. Measurements at Stereophile are also reasonably useful.