It is 100% absolutely necessary to at least try models in showrooms in order to gather information on what type of beds you can buy. They may feel firmer at first when they arrive in your home but still, by and large, there are many people who can use knowledge of previous beds they have slept on along side testing beds to find a bed that fits their needs.
Most retailers offer a one time exchange in case you don't sleep well on what you got. If you are super nervous about selecting your bed, just be sure you shop at a place that offers this kind of policy.
One thing I'll point out is from my experience with mattress shopping and shoppers, back and stomach sleeping positions do not require as much testing as side sleeping. Side sleeping is the bane of the 5 minute trail. So many side sleepers get on a fairly firm mattress and say "hey, this is comfy, firm, and exactly what I want" only to get it home and realize 2 hours after they've laid on it their arm/shoulders are terribly sore.
The above answers are really only for a niche kind of customer. Trading out foam layers in your mattress is high maintenance. If you don't want the hassle, I recommend going to a local shop with owner's & employees who have a stake in the community. Those kind of stores don't leave customer's behind if you have a hard time picking out the right mattress.