I try not to sample to many fragrances in one visit. I 'zero in' on several that I am interested in and give them my full attention on that day. You can always come back and select several others another day. You are correct that you will get olfactory fatigue by sampling to many too rapidly...It is hard to say no to all those testers though right? I know...from time to time, I still make the same mistake.
Do a little research ahead of time and focus on just a few per visit. Oh.....don't let the SAs spritz you, always ask for the tester yourself. They will spray you in the wierdest places or start spraying and not want to stop....it is actually quite funny how they all spray differently. Some think by handing over that tester to you, they are giving up their freedom or something.