Despite all the contentiousness, I'll wade in just a little.
The basic problem with the "how does it feel in your hand?" thing, legitimate though that is as a question, is that you quickly end up comparing apples with oranges. I used to subscribe to this view, in fact, and would never have bought a knife without holding it. I have changed my opinion.
Let's stick to 10" chef's knives for the nonce. Suppose I have the following options, in some strange situation: Forschner Rosewood, Wusthof Trident, Shun Pro, Masamoto HC. Now you're never going to see all of those in one store, so far as I know. But supposed you did. What you'd soon realize is that the first two are comparable, the second two are comparable, and the two groups are not comparable. It's not a question of quality but of weight, first and foremost: the Masamoto weighs terrifyingly little. Strict comparison: my Masamoto KS 270mm chef's knife, which is actually a bit over 11", weighs noticeably less than my wife's old Wusthof Trident 6.5" chef's. So which feels better in the hand? Well.... meaning what, precisely?
Now most --- though not all --- of those who push for the "try it in your hand first" approach are skeptical about the vaunted qualities of Japanese knives. I suspect that there are a number of causal factors here. But one thing I've noticed is that if you line up people who are serious about cooking and knife use, and have not really dug into the whole Japanese knife thing, you will find that they gravitate toward somewhat heavier knives. I did this myself, in the past. I think one reason is that you can really feel --- or think you can --- that the knife is going to do work for you: just drop that weight, with a decent edge, and bam the thing is cut.
Problem is, a knife that is freakishly thinner and ludicrously sharper is going to act the same way, and be less work to move around. And knives like that at this point come in Japanese.
So then we've got the comparison to make between the Masamoto and the Shun, or the Wusthof and the Forschner. In the latter case, everything I have read or experienced tells me that you should go with the Forschner because it's 6 of 1, half-dozen of the other, and the Forschner is way cheaper. In the former case, however, you're looking at something that is unpleasantly overpriced as against the much more expensive knife that is unquestionably one of the finest knives of its kind currently made. So which should you buy? Your brief experience in a shop is going to tell you nothing here.
I know this is rambling, but there is a real point, and it comes back to the stated question of the thread.
If I were looking to buy a new knife and didn't know very much about them, I'd probably do a little web-surfing and discover, horror of horrors, that it's a vast and complicated world. If I found my way to CT, or were already a member reading let's say the baking and gardening sections, I'd want to know that whoever is doing the reviewing can be sane about pricing, knows what he or she is talking about, and will be serious about the implications of maintenance. So I wouldn't want the reviews constantly to sneer at Forschners, for example, nor to say "well, this is a fabulous knife, although of course you'll have to do some heavy thinning to get the most out of it, but that's no problem, just use a full progression from maybe a 220 or something and right the way up, just a couple days' work should do it, and then this is a great knife." Uh huh. I'd prefer that the review keep that sort of information to the end: "this isn't a great knife, frankly, in the following ways, although it also has these strengths. It is true, in fact, that you can really make this thing sing by doing this heavy thinning work, and here's a link about how people do that, but frankly if that sounds to you like a ridiculous amount of work, this is not the knife for you." (I have in mind the Aritsugu Tsukiji A-series wa-gyuto, for those who care.)
If I were looking to buy a new knife and were deeply wedded to the "hold it in my hand in the store" school of thought, and I did not live in a very large urban center, I'd probably find any truly honest knife reviewing irritating. I say this because I know that the knives I'd find --- as some have already mentioned --- available to hold in stores would simply not be very good, and they'd be considerably overpriced. There is value in review articles that say, "if you're stuck with this, and can't bring yourself to drop this kind of change sight unseen (or handle unheld), here's the best you can do." But that gets old pretty quick, you know?
To conclude, though, BDL, I do think there is a crucial genre to think about: the review article. I don't know how this would work here at CT, but the point would be to review a cluster of fairly comparable knives as a cluster. Which is the best of this bunch? If I am willing to go up a major price bracket from this bunch, let's say, what would I gain, if anything? That would make a good system of reference against which to read individual knife reviews.