This is a good thread with some interesting thoughts on demoing: I don't think there is one "right" answer.
Demoing can be important, but hasn't been altogether necessary in my experience. Certain brands have a "house feel" that tends to run across their line. Knowing if you like or don't like this "house feel" is sometimes useful in narrowing down choices. Also, being realistic about your ability, your aggressiveness, and your fitness is important. If you ski powder for 2 days per year and spend the other 10 on groomers, don't buy a 90mm waist ski and expect it to perform well on most of your ski days. Don't buy a ski that is overly long, or too stiff.
My own opinions vary on this topic. I just finished demoing a lot of all-mountain skis (review to follow) and found that each and every ski did really what it advertised. Performance across the range was outstanding: there wasn't a bum ski that I tried. With that in mind, consider that there isn't a ski that does everything well: compromises always exist. Want an aggressive ski? You had better be in shape and skilled. Want nn 80mm, all-mountain, short-radius carver? Be prepared for hooky character in deep snow. Want a wide ski? Prepare for that ski to be pretty limiting and a poor builder of technique on frontside days. Want a full-on race ski? Be prepared to work in anything but hard snow.
I believe that skis tend to get bad reviews for 3 reasons:
1) Bad Tune: an out of tune ski will make even the best ski feel either overly aggressive, slow, unstable, or hard to turn. Skiing a poorly-tuned ski is basically worthless, a bit like driving a Ferrari with bald tires and poor alignment, or listening to a high-end stereo that is being fed music through a $50 CD/DVD player. It is basically worthless. If you have one, carry a tru-bar in your pocket and check the tune on the ski before trying them out. Then, at least you know if the playing field is level between skis.
2) Skier ability/ski mismatch: Another reason skis tend to get poor feedback is the inability of skiers to see when their ability is not suited for that type of ski. The skier gets pushed around, is too aggressive, and wants to go fast, and many skiers think "hey, this ski isn't any good". Or, they mistake a feel for the ski with actual performance. As I found out the other day, the Snoop Daddy, B3, iM88, and 777 all get you down the hill in good time and with performance to spare. They all have a different feel, but it doesn't really mean that one ski is "better" than the other, just different. Also, many testers that give bad reviews just didn't have the skills to ski that model, and they get pushed around. Many skiers here in our shop (under the expert level) buy skis for what they don't do, rather than what they do. The skier inevitably buys the ski that doesn't punish their mistakes, rather than the ski that offers the best performance. There is nothing wrong with this, but instead of buying skis every 2 years and expecting a transformation in skiing ability, the skier should invest in some quality lessons or an ESA clinic, and would be much better served. I personally would much rather be a good skier on mediocre skis than a mediocre skier on good skis! Example: when I skied the 777 for the first time, it was a bit much for me. I did get pushed around a bit. Now, I love that ski, but it took better skills on my end for the ski to come into it's own. Certainly not the ski's fault that it was built for a better skier than I used to be!
3) Skier size/Ski size mismatch: This is the big variable in ski testing. Skis vary tremedously by size: Different brand skis of a similiar type and size will often feel more similiar than the same model of ski in two different sizes. It is really necessary that the skier gets good advice on what ski length is appropriate. Generic height/weight/length charts are worse than useless. Unfortunately, Noodler found this out when he purchased the M666 in 168cm. I ski it in a 176cm and wouldn't want to go shorter unless I lived back East, and am no bigger than he is. In that short length, it skis like a slightly wider carver: get it in 176cm, and it becomes a high-speed GS ski and crudbuster. Make sure you get the right length for testing: the knowlegeable shop employee or ski rep is a big help here.
If I were a weekend warrior, only skiing 15 days per year, I certainly wouldn't want to go through all the hassle of deming 10 pair of skis. 3-4 would be plenty, provided that they are the right genre of ski for my ability, and also the correct length. And, out of 3-4 pair, one will likely stand out. Unless you are the gear intensive type who has to ski everything on the market to justify your buying decision, skiing everything on the market (like I get to do) is probably not worth it. That privilege is reserved for $10/hour ski shop employees!
I wouldn't say that demoing is necessary, but do it if you can, especially if you haven't purchased skis in awhile and don't have a frame of reference for how a modern ski works or should be skied. Also seek out some good advice: this board is a great place to start, and you can get some quality feedback here. Support a shop with a knowledgeable staff that has actually skied the gear and has a good perspective on what works and what doesn't for certain people. Lots of shops have people who will tell you "this ski rocks, these skis suck" which isn't really all that useful to the buyer. Here at the shop, we encourage skiers to demo, but being a resort shop, we have the luxury of doing so. Our demo ski inventory is typically 40 pair, which covers every ski we sell, and multiple lengths in the more popular models. People who live in the city, 300 miles from the resort, may have to buy on reputation alone. Pick a good shop to spend your money in, and get some good advice before throwing down your hard-earned cash!
Also, take a good look at some of the lesser-known brands. Just becuase a ski doesn't have a full-page spread in every ski publication doesn't mean it isn't any good. The smaller brands at least hold their own, if not outperform at times, the industry giants. And, often their pricing is better. Can someone make the claim that a K2 Apache Recon is a legitiamtely better ski at $999 than the Elan 666 at $749? Nothing against the Recon, as it is a good ski, but I don't think it is worth a dollar more, yet alone $250. Factor in the cost savings from China and the fact that it distributed in the States by the parent company, and it should be selling for $599, not $999. The most popular brands on Epic (which is a forum that many "skiers" inhabit, rather than just folks who have to have the late hot model) in alphabetical order seem to be: Atomic, Dynastar, Elan, Fischer, Head, Nordica, Volkl. 4 out of 6 aren't well-marketed brands, but they do produce a great ski. Something to keep in mind!