One thing I did was to sign up for Amazon Prime, so I get two-day shipping on just about everything. Then, there's less waiting and therefore, less pain. For me, it pays for itself QUICKLY in free two-day shipping.
I watch videos and read reviews too, but mostly I try to put my mind off of it and focus on things that are really important in life. I'd been obsessing over knife shopping for the past couple days; now that the order is placed, I can refocus on the things I'd been neglecting in the meantime. If you focus hard enough, you'll *almost* forget you ordered the knife by the time it arrives.
Another thing I do is list other stuff for sale to help offset the price of the new item.