How do you buy a lens?

So, I have a new DSLR, the Canon 550D. Nice camera, but the kit lens is just OK. It’s not terrible, but not as sharp as a 50mm prime and not nearly as nice as a Canon L lens. (The downside of knowing professional photographers is you get to try their lenses and see how bad yours really are.)

From what I’ve read, it seems that manufacturing differences between multiple copies of a camera model cause problems. Different bodies have slight differences, within tolerances. More expensive bodies actually come with microfocusing adjustment so you can compensate for slight differences, but mine does not. Maybe my body is a little front- or back- focused, but I don’t think so.

Anyway, so you might have a body 1 or 2 units forward of where it should be, and you might have a lens 1 or 2 units back of where it should be, and you’d be very happy. Sharp as can be. However, if the lens was forward 2 units instead of back, you’d have a problem. Potentially, a problem within the lens tolerances and within the body’s tolerances, but together a more significant issue.

So, how do you buy the right lens for your camera? I could order it from a store, but at least one that I’ve asked has said they wouldn’t let me test it before purchase. A Hong Kong grey-market importer doesn’t want to know and says “buy from a local store”. Another store says that if a lens doesn’t conform to the manufacturer’s spec, they’ll accept it as DOA, but I have no way to know how tight that specification is.

Do I find a local store that will let me test before purchase? Or take my chances with a (much cheaper) importer and use their return policy if  needed? Tips welcome!