If you are having trouble finding a place to audition headphones, Audio Advisor seems to have a fairly large selection to choose from. They have a 30 day satisfaction guarantee on all of the products that they offer. So if you got a pair of headphones and didn't like them, all you would be out would be the cost of return shipping.
Also, 'The Cable Company' has a lending library for headphones allowing you to try out various models in your own home. However, they do charge you 5% of the price of each headphone you 'check-out'. This is a non-refundable fee, but they will credit 100% of this fee to any purchase you make. They do charge you for shipping on any items you barrow and you would have to pay for the return shipping as well. https://www.thecableco.com/Product/NEW-Headphone-Lending-Library
I've never tried either of these options, but I have purchased items from both of these companies in the past. I feel comfortable recommending doing business with either one.