Yes, try them all at Paducah, both the long arms and the sit down machines. Which are you more comfortable with ... moving the machine, or moving the quilt sandwich? Consider that when you test drive one of the sit down machines the quilt sandwiches they use to practice on are small, would you feel comfortable slinging around something larger?
Also with the sit down machines, you still have to baste your quilt sandwich together *some how*. My loathing of this task was one of the driving forces behind purchasing a long arm on a frame
If your budget is tight, or if you are not 100% sure that you want one of these pricey machines, troll craigs list, e-bay, your local news, and all of the various online boards that specialize is selling used quilting machines. This is the route I took to make sure that I really did want to work with a long arm. I purchased a used Voyager 17" which is a good solid machine, but no bells and whistles. When I grow up I want the Innova with lightning stitch.