I think there are too many variables too allow a blanket statement or definitive answer for comparing between different products @ different dealers/shops/retailers. "Same Store" comparisons are another story as are "in-home" trials.
Here's why I think this: Different shops have different acoustics in their rooms which can play a factor for either better or worse. On top of that, different people @ said different shops are setting up & calibrating the equipment. On top of THAT different electronics and amplification are being used to power and control the speakers which may or may not be matched properly or for the best/worst reasons. One can see why it would be tough to truly obtain an "apples to apples" starting point for an accurate comparison to even be made.
It's not all gloom & doom, though. When comparing in "Same Shop" instances you can really get a feel for the dealer's capabilities as an installer/calibrator. And, you would have to assume that the same person(s) were setting up the equipment so that it should all be equal from the stand point of "margin of error". Acoustically, you can't do anything but hope that the dealer put the speakers in the best situation possible. As for demanding an "in home" trial, some dealers will, some won't and, being an A/V contractor, I can see good reasoning both ways. If, to your ears, speaker A out shines speakers B & C in a show room (and all variables are consistent: same AMP, room, etc.) then chances are very high that the same result will be found in your home.
For a more in-general response I would say that, to me, the easiest speaker to compare between stores would be a powered subwoofer. They (almost) all have manual adjustments on them for you, or your dealer, to adjust and play with. Powered subs also have their own built in amplification which usually takes whatever processor/amp combo or receiver out of the equation. A good sub should be felt, not heard, and it should be easy to determine if a sub is straining to go deep (by boomyness) or play quickly (by the waffling/chuffing sounds it will make).
The silliest thing to compare: Rear surround channels. This should be a no-brainer. Select your front L/C/R & get the rear channels from the same brand & series so that they are voice matched to your fronts. If multi-channel music is something that you'll listen to A LOT, then get direct radiating. If not, then look @ bi-pole/di-pole options. And, yes, it is perfectly fine to use in-ceilings or in-walls for the rears as long as they are from the same series as the fronts so that they are voice matched. We do it all the time for clients and it's never been a problem.