Besides listening, hows does one objectively choose a sub. Listening in a store is a waste of time because the the geometry of the room, and the furniture and window treatments are located and placed different than yours. I would guess that you have to take the sub home, and play with it for weeks before you determine it was the 'right one'. And with each one you choose, you are going to have to set the volume on your amp/receiver so that they are identical. Any way out of this mess (or fun)?
And then, you may not have access to the sub you want.
I think you have to buy it, set it up, and if it doesn't sound right, send it back. This can be an expensive proposition, because you are responsible for transportation costs.
Personally, subwoofers are the one area where I decide almost entirely on a combination of impartially measured performance (*not* just frequency response) and opinions of those people who are good enough to spend the time conducting comparitive listening tests and documenting the results. As you say, the room and setup have an even more dramatic impact on the results than for conventional speakers.
I know that's a wussy answer, but it's the truth. Some things you can buy wisely without relying on the internet, but IMO subwoofers are not one of them. The one big unknown for me is blending -- some people have no luck blending sub A with their room and system while sub B blends just fine, while others have the opposite results with those two subs.
The good news is that there are a number of really good subs to choose from in many price ranges, so it's not like you have to buy "The One True Subwoofer" or risk having your friends laugh at you every time they come over.
John's advice is quite practical. The sub should not compete with the rest of the music. It should be one. Bass notes and other notes should be weaved together. And it should sound transparent. This is very difficult to describe but if you listen to a pipe organ in a church, you'll know what I mean.
Murph: Ya, that sub really shakes the room in this scene.
Buddy: Ya but what do you think of it musically. Let's play this again.......
Murph: (said very politely) Well, I really am a newb at this stuff but the bass doesn't seem to be blending in very well with the other speakers, maybe we can tweak it to blend in better.
Buddy: So should I move the left front speaker to sit on top of it?
Murph: ummmmmm, no.
"... and after dinner the host and guests relocated to the Home Theater room and spent the rest of the evening crawling around looking for the ideal subwoofer location..."
which just happens to be in the middle of the room, or even worse the doorway, and now you're tripping over it or the wires every time you need a cold beer.
Since that's the approach I used in buying my M60's, there's no reason to use the same approach with subs. I concur with bridgman.