That would depend on the type of store you are shopping in. Most stores utilize banks of amps, sources and rows of speakers that are all connected to a central switching mechanism. This switch allows easy connection of different components. However, there are difficulties with this type of setup. The switch can cause problems sonically, and most definitely the room acoustics will play a major factor. This type of store has focused more on quick turnover, than displaying the best quality a piece can exhibit.
There are stores that assemble systems that show you the best they have to offer, and usually this is in a controlled environment.
As to which is better, well pricing and target market can vary greatly from the first example to the second example. Your budget and needs will determine the store that carries your market segment.
As for break in periods, this is an area of great debate. In my opinion, as a speaker is esentially a motor, it should be treated cautiously for the first few hours of listening. Most manufacturers of any piece (sources, amps, speakers) recommend based on their designs. I tend to think if it does make a difference, then I am following their advice. If it is fiction, I am not out anything more than a limited time at background volume levels. But, if you are wrong, you may have caused damage. So I don't take the chances....
As for the psycho acoustical affects, I would think that as you listen in your home, the sound will become more familiar and change your perception. Remember the above stores? Invariably the sound will be different when you first connect them, but you can and will adjust.