Is it a good idea to buy a guitar pedal without trying it? Or may be without trying it with especially your guitar & combo amplifier but still checking the sound on different stuff you find in the shop?
It is never wise to purchase a guitar effects pedal without first trying it. Unless you take the advice of somebody you trust implicitly on that pedal.
Trying the pedal in a shop, using one of the house guitars and amps? That usually works out fine, in my experience. Truth be told, it can be logistically cumbersome to bring your own guitar rig (guitar and amp) into a music shop just to try a pedal.
But there's not a guitar shop in the world that would object to your bringing your rig into the shop. Not if it means getting a sale.
Not a very good idea to buy anything, really, without trying it first! I've fallen foul of this with a pedal, but the situation was such that the price was good enough for me to move it on - job done, no loss!
Even trying it out in the shop: different guitar, different amp? Not your original sound that's getting morphed. Even with your own gear? The shop acoustics won't be like your studio/bedroom/rehearsal room. You must be aware that sometimes you set up a brilliant sound at home, which dramatically changes at the next gig, sadly. Acoustics of the room are mainly the cause, so you won't even get an accurate sound check with the new pedal in the shop...
Perhaps the shop offers a money back deal if you try it out for a weekend? Or, try a few youtube clips of the pedal in use. Not perfect, but a good guide.
That depends on the return policy of the retailer and your tolerance for returns. Early last year, I bought a pedal from an online retailer who I love who has a great return policy. Then just a few months ago I bought another pedal from the same retailer.
For both pedals I researched and listed to web demos and looked at reviews. The first pedal was even better than I hoped for and I added my review to the list of glowing reviews. The second pedal had a major lack of function that was not mentioned anywhere online (it wasn’t truly stereo). I discovered it wouldn’t fit my needs on the first day I had it and requested an RMA number and returned it. I did have to pay for the shipping back to the retailer. Since it was not a problem to use a slow shipping method, it wasn’t that much money at all.
Shopping online saves me a lot of time and a bit of gas money, so having the occasional return isn’t a problem for me. With pedals they are generally small and lightweight so the shipping costs are low.
Buying used from an auction site or used gear site is a little different. You can get a deep “discount”, but the risks are a bit higher and you may have to try to sell anything that you really don’t like rather than being able to return it. To me that means the price difference from new has to be large enough that I wouldn’t mind the extra effort to take photos and list it for sale myself. Often you can turn it around for the same amount you bought it or more, if you got a good enough deal. So that figures in as well.
Right now my favorite guitar I bought completely unseen and unplayed in used and poorly maintained condition, but it was a very good deal and I was able to set it up correctly and it is a great guitar. One thing I had done was played the same model before in stores.
Only you can really decide how picky you are going to be and how annoyed you’ll be at sending back the wrong thing. Also it depends on how far your nearest store is and how much you dislike driving there.