I would agree that you don't really need to try them out, maybe only if it just didn't fit your playing style. I tried one out at guitar center just on a whim and bought it there, one word of warning though..and maybe this doesn't apply if you get one shipped new in the box... I went through 2 returns before I got one that worked perfectly. The volume pot was screwing up and I just put it off to the abuse that floor models get, the one I ended up with was new in the box and i've had no problems at all.
as to the EMGs, they are great pickups for the really specific sound that they get. If you want really overdriven sound like metallica or In Flames then they work great, the battery is only replaced every few months so its not a real big hassle or anything. But I also prefer the duncans in my schecter to anything else, the JB in the bridge just sounds overall much better and if nothing else has a lot more tone. EMGs tend to make any guitar sound like EMGs. And I never realized what a differences pickups made until I got the C-1, played it for a while, and went back to my LTD ex-351 with emg HZ passives...it sounds so thin and awful I can barely stand it.