I'm going to assume by the word 'check' you mean that to make sure you get a good working set. If you're buying it new, just do a few quick trial shots and view it to see if it's working. If it does work, you be fine. You can then make your payment and bring homeyour new expensive toy and start playing with it. If in case that you find something wrong, fret not cos you can always fall back on your warranty (assuming it is not a gray set).
So far, I've bought all my cams from MS Color. They given me good service and competitive price. They offered good advise when my bro in law was choosing between C40D and C50D and they did not pressure him into getting the more expensive one unlike some other shops. Anyway, decision to go to which shop still lies on you. Best is that you do your homework b4 jumping in.