I was wondering what you guys do to determine what pick-ups you buy when shopping for new ones. I mean, they'll sound different in a guitar that's different from yours, so how do you know whether you're going to like them in your guitar? Plus, a lot of pick-ups don't come stock in guitars, so it's not like you can go to a shop and hear them.
Its not uncommon for people to go through several sets of pickups before they find the ones they want.
"The future's uncertain, and The End is always near."
-Jim Morrison
^^^pretty much.

You can't really "test" pickups because how your pickup sounds is very dependent on what guitar it goes into. You just have to put them in your guitar and see if you like how they sound. I have a big pile of random humbuckers lying around that I tried and didn't like.
well that sucks balls. So just arbitrarily buy stuff that seem like it will work well and buy it?
No. You read other people's accounts, try them in other guitars (but take it with a grain of salt), listen to clips, and read the specs (though they're not always conclusive). Again, you'll never get the full picture which is why it's a bit of a trial and error process. But you find ways to narrow it down to a few different choices. I mean, if you want a high output pickup, you're not going to look for something that is wound to 8k or something, and if you wanted a vintage sounding pickup and saw something up in the 16k range, you'd have to consider that it will probably be too hot for you. These specs are not the end all be all, I recently ordered a set of pickups that are wound at 13k and 10k which would lead one to believe that they are high output compared to the general 7.5k-9k range that PAFs are in, but because of they are actually not "high output" at all.