If you're lucky enough to live near a brick-and-mortar store where you can hear speakers and electronics before you buy them, I definitely recommend in-person auditions. If it's a small shop, call in advance to discuss your needs, and bring along some of your favorite music -- it always helps to listen to music you know well when picking out an audio system. I sold high-end audio for 16 years, so the following suggestions come from my experiences with customers back in the day.
First thing, give the salesperson as much information as you can about what you want. If you're unsure, say so -- tell them what's on your mind. Are you going to only play music, or will you also watch movies or TV? Do you want a turntable, or will you just stream music?
Tell them about your room: Is it big or small, with bare floors or thick rugs, and are your windows exposed or covered with drapes? Share your music tastes: How loud or soft do you listen, can you deal with wires, or would you prefer wireless speakers? How big or small do you want your speakers to be? Oh, and how much money do you want to spend?
Regular readers of this blog might have noticed my disdain for wireless speakers, mostly because my goal here is to offer the best sounding option for a given amount of money, and wireless systems never sound as good as wired counterparts for the same bottom line. If you just want to listen to music as background sound, sure, a set of Sonos wireless speakers will be more than adequate, but if you occasionally sit and focus on the music and give it your undivided attention, wired speakers will, dollar for dollar, sound better.
For home theater applications, listen to a few sound bars, but also check out stereo and home theater systems with 5.1 or more channels, with and without Dolby Atmos height channel speakers, and see if they might work in your home. You might be surprised just how much better bona-fide multichannel systems sound than sound bars. The differences aren't subtle.
For stereo music and home theater systems, look at integrated amplifiers, and a decent pair of speakers.
In any case, listening is key, and discussions after listening sessions with knowledgeable salespeople may be highly informative.