Most ski areas (other than the really small mom-and-pop venues) have a demo center. At my hill it's $50 for a full day or $35 for a four hour demo. You can try as many different skis as you want.
Also, many manufacturers have a rep that travels around with demo skis that you can try for free if you're there on the right day.
So, my method is to hit the demo center or the free demo day, find a few models that I like, then wait until June or so for the deep discounts online. You can find deals for about half of what you pay in-season. After a few years, I sell them in-season for about what I paid for them.
For instance, I bought a pair of Dynastar Sultan Legand 85s about four years ago, new in the wrapper for $300 (on-line in the summer). Mounted them with a pair of bindings I already owned, skied on them for three seasons, and just sold them at a swap for $300. My Tiger Shark 10 foots were purchased with bindings for $400, three seasons later they sold for $375. That's how you buy and sell skis.
Do not just go to the shop and let them tell you what to buy. For one, the guy at the store (and it's almost always a guy, isn't it?) probably has never actually skied on any of them. For another, even if he has, your tastes are going to be different than him.
And then there's the problem with the recent fad of rockered wide skis - I was in one of the local shops the other day and they didn't stock a single model that was appropriate for prevailing local conditions. Everything was meant for that two foot dump that never happens around here. The only reason to buy skis like that is if you're a member of the Optimists Club.