One of the big reasons trying a mattress in a store isn't much more useful than buying online is that the one you try is likely not going to feel like the one you get. I had that happen with a Simmons Beautyrest about a decade ago and was told that the floor models are all broken in already so they feel softer than the ones that are delivered. I don't know if I believe that but I was not really happy with it. It was a traditional mattress so I went out and bought a 3 inch memory foam topper and have been very happy with it ever since. My next mattress will likely be a hybrid. For me there is nothing more comfortable.

And yes, Costco is the best place to buy something risky like a mattress. I swear by them for my computers too. The best prices, best value and best return policy bar none.