Roar,
You sound a lot like me -- I just began doing triathlons on my mountain bike and had a very similar experience road bike shopping. I had NO IDEA what to feel for, and my head started whirling. These things helped, a bit...
1) Components.
This was very confusing. From researching, I knew I wanted 105 components, but wasn't sure if I'd actually know the difference. I found a LBS who was willing to set me up with three differently geared bikes and let me ride them around and around, focusing only on how the components felt -- not at all on the bike fit. They even gave me specific things to "feel" for -- e.g, try downshifting going downhill on the Sora components, etc. This was enormously helpful and confirmed my certainty that I wanted to spend the money on 105 (at a minimum!).
2) Frame
I wish I'd done a similar experiment with bike frame, but I was too distracted by "bike fit." How can I focus on the ride when I'm worried about reaching the brakes? And I definitely felt like I needed a longer distance test ride to appreciate the difference. I'm sure other people will have an opinion on this -- my own experience was very frustrating!
You may want to see if a LBS has a bike you can rent for a longer ride, though that gets pricey. I know the one I go to lets you put a portion of that rental fee toward a new bike.
I finally found a bike shop who was willing to measure me and make specific recommendations based on that, but... just after I made the appointment... I responded to an ad for a Terry bike and all I can say is that I felt so different the moment I hopped on it that I never looked back. All the things that felt slightly *off* on bike after bike vanished. And that was the end of my story! (Almost... but that's another post.)
My ultimate strategy was to not spend more than $1500, ride that bike for 1-3 years so I could develop a vocabulary and set of opinions about what I like and dislike, and at that point either stick with that bike or sell it and move onto something more expensive, once I knew I was committed to the sport and understood what I wanted as a rider.
GOOD LUCK!