Where are you, Phoenix?
There are a few dealers with shops in Scottsdale, at least one in Fountain Hills- I would look on the sites for the speaker brands that interest you and use their 'Find A Dealer' button.
Don't listen to a lot of different brands in one session- get a baseline for the kind of sound you want and make a list of the ones that impressed you most, and why. If you plan to always use a subwoofer, it might be best to avoid main speakers with strong bass, so you don't have to worry about blending them as much.