if you feel unethical about taking pieces home from a dealer when you plan to buy used, why not bring in a favorite CD to the dealer and listen to it there?
assuming it isn't too busy and you're not depriving the salesperson of a possible sale to someone who'e really there to buy, it's no big deal.
by the way, your first sentence (about upgrading the source making the greatest difference) should be taken with a grain of salt: getting a source which is way better than the rest of your system isn't necessarily a good strategy. it makes more sense to look at your whole system, including the room, interconnects, etc. before deciding on upgrades. people on this site can be very helpful if you tell them what components you're working with, your musical tastes, preferred volume level, etc.
assuming it isn't too busy and you're not depriving the salesperson of a possible sale to someone who'e really there to buy, it's no big deal.
by the way, your first sentence (about upgrading the source making the greatest difference) should be taken with a grain of salt: getting a source which is way better than the rest of your system isn't necessarily a good strategy. it makes more sense to look at your whole system, including the room, interconnects, etc. before deciding on upgrades. people on this site can be very helpful if you tell them what components you're working with, your musical tastes, preferred volume level, etc.