I normally get to play a game at a show or on location before buying, but the exceptions were:
The Shadow: Bought this blind without ever playing one before, and I hated it. Kept it only for a couple of weeks before selling it on.
Tron LE: Had played the Pro before, but not the LE. Had this game for over a year and really enjoyed it!
Stern Star Trek LE: Again had played the Pro, but never an LE before buying one off a fellow collector. Still have the game, but still not sure yet if it's gonna be a keeper.
At least if you do buy something that doesn't turn out to be what you expected, it's easy enough to move it on without losing too much over it (unless of course it was NIB).