Never taken a test ride. No one is going to let me have a bike for a week so I can really get to know it and I just don't see the value in a spin around the block.

Never had a problem either. Spend a lot of time researching the bikes I'm interested in and I know what I like in terms of stiffness, weight, and components. Also make sure the bike fits well and spend a lot of time on that with the LBS.