how do you demo pickups? find a guitar that comes with them and try it? how do you know what you're getting without trying it in your own setup?
Ay, there's the rub - you can't. You can get a good idea by knowing guitar and pickup models really well, and also having a good idea of what you like to hear, but the acid test is always putting them into your guitar and playing them through your system (and ideally gigging them a few times too).
Once you have one specific model in, you have a "known reference" that can help you choose other models from the same manufacturer, but even that rarely helps you with choosing between different manufacturers' models.