I agree that Echo Audio (owner Kurt) here in Portland does a fine job. They are ethical and good to deal with. They have sold gear for me, and I got an Auralic Vega from them. I also have had success on Audiogon, but for sure, there is more potential for trouble than using a shop like Echo. I also have had luck Googling a component name, to come up with dealers selling it as a demo. You can also try Googling something like "demo high-end audio".
Oh, and years ago, I bought some gear through Perrotta Consulting, who have a Web site and handle high-end gear. I got good prices, and when I had to return something, it was handled without hassle.
Are you looking for a store (like a B&M) or a website? Audiogon still tends to have quite a bit of gear listed everyday (with decent prices if you look hard enough).