Returning 'bad copies' of lenses

I've seen a lot of people mention here in the forums that they've gone through a number of copies of a particular lens to find a good one.

How does this work in practice? Do people just keep exchanging lenses with the retailer until they find the right one?

Are retailers normally reluctant to take them back without proof of an actual defect with the lens?

From this aspect, is it better to purchase online or from a bricks and mortar store? And if purchased online, does the 7 day rule for distant selling apply if you have opened the packaging and used the lens, even just to see how good the copy is?

Am just about to purchase a few more lenses, so would be interested in other peoples' experiences.