A couple of thoughts. Go to a trade show like AES or NAB. Many of the dealers have mics set up on the floor feeding a preamp with headphones. Also, a few dealers will lend out demo mics for you to check out.
That being said, field recording and sound design is such a niche field, that there is no way to check out all of the gear before you buy. I bought my first expensive recording rig based on a ton of online research, the word of people involved in the field that I respected, and on the reputation of the brands involved (Schoeps/Sound Devices was my choice). It's a lot of money to spend without trying stuff out, but I have no regrets.
Photography and field recording are very similar fields if you think about it. Microphones are like lenses. In photography there are a few trusted brands that everyone keeps going back to: Canon and Nikon (Hasselblad and Leica to a lesser extent). Most photographers have owned some piece of Cannon or Nikon gear in their lives.
I would regard Sennheiser and Schoeps as the Canon and Nikon of field recording, with DPA, Sanken, Neumann figuring in there somewhere as well. While there are tons of excellent mics from other companies, you really can't go wrong starting out with Sennheiser MKH or Schoeps MK capsules. Both companies have years of experience building mics and excellent reputations. Then experiment with other (usually cheaper) brands like Rode, Crown, Shure, AKG, Audio Technica, Line Audio, Heil etc..