Many ski areas, particulary in the early season, hold one or more "demo days" every year. That's when various ski manufacturers and importers back their vans into the ski area parking lot and up portable workbenches, and skiers line up to try out gear to their hearts' delight -- free.
If you're thinking of getting a new pair of skis, bindings, boots, etc., it's not a bad idea to aim for an area that's having a demo day. In a morning or an afternoon you yourself can discover much that otherwise would have to be left to others' advice.
There's a methodical way to test ski gear, however, that will aid objectivity.
Try only one new piece of gear at a time (excluding bindings, of course). If you're testing skis, use your own boots, and vice versa. That way, you'll know better now to assess the changes you feel as you try different pieces of equipment.
If you find a ski that seems to suit your style and ability, it might be worthwhile to rent a demo model for a day or so to allow confirmation or rejection of your first impression. Most ski shops that rent demos will deduct rental fees from any purchase made.
Even if you don't make a "demo days," renting a pair or two of demo models of likely ski candidates is a good idea. In lieu of trying a demo, however, your wisest move is probably to put yourself in the hands of a reliable ski shop that carries enough brands to allow a selection.