I think a lot of this has to do with how confident you are in your ability to research gear and with how comfortable you are taking the chance that something might not work out. But I don't think there's really much you can do about gambling on your choices, no matter where you buy it, unless you rent or borrow one model of something many times and become very confident it works well for you. I found Scubadiving.com to be useful. Of course, one of the things you soon realize is that most of what appears on the market works pretty well. But the tests and reviews can sometimes alert you to a particular significant weakness or one that you know will annoy you particularly. But I figure that, like a lot of other things, it's not the gear that will determine how well you dive.
I didn't worry too much about details, but being very new, I had to acquire some orientation to what things were more or less standard or not in different kinds of gear. For instance, I might find some good deals offered on an XL size BCD. And it seemed to fit okay. But by trying on a fair number of BCD's, I discovered that 2XL, which isn't an option in every model, was best for me, not because of the chest or waist size, but because the additional length made the difference between okay and just right. On the other hand, I could find nothing against older regulator designs for my planned rec dives, not too deep, not too cold, so no reason for me to go for the newest and most advanced. And wetsuits of the same marked size may fit very differently.
So I think the goal is to not be gambling more than necessary, which means managing both cost and apparent suitability. And, whenever I catch myself fretting too much over price, I remember that most gear is very long-lasting, that the cost of maintaining cheap stuff is just as high as maintaining expensive stuff (and may, over time, exceed the purchase price), and it's just generally a somewhat expensive activity to equip for initially. So one factor is also how accepting you are of the costs of the activity. For instance, my scuba gear doesn't seem so high when the whole rig is less than the cost of my kayak. (Big guy, and big guy kayaks don't pop up used too often.)