I have always been able to do comparisons on the basis of cost not being a significant factor. Usually it has been a matter of not having to pay unless the new piece worked satisfactorily. It worked for me once. Once. I ended up with a better horn, and I had the experience of learning to a degree about what the effects of the configurations of different leadpipes were and how they interacted with the horns with which they were matched. Personally, I am no longer interested in such experimentation, but I am more knowledgeable about trumpet construction as a result.
As you say, a lot more thought, research, and planning go into the making of a trumpet than many people realize. Constructors put together the combination that best suits their goal for that particular instrument, but that doesn't necessarily mean that another combination is unsuitable, even one that they have tried and decided not to use. Such combination might be best for a different goal, whether it be timbre, resistance, or whatever, and let's not forget that changing the mouthpiece can get the desired result without going to the trouble of changing parts on the horn itself.
Nevertheless, there are those among us who like to experiment; the process can result in increased knowledge, and, once in a while, with a bit of research and luck, you can end up with a unique, improved instrument.