Especially now that store-bought ships come with zero equipment, I think it would be great idea to add a "fitting room" option when buying weapons.
Basically it would take you into the refit screen for your currently owned ships, but it would allow you to equip weapons from the station's supply, showing you how much it would cost as you outfit your ships, etc. Then you could accept and pay the total of all the weapons you tried on, and equip them directly onto the ship, or you could cancel and back out to the regular purchase menu. Think Final Fantasy Tactics.
This would greatly speed up and streamline the process of buying new components.
EDIT: It would probably also be good if the fitting room allowed you to throw your already-owned components into the mix, to achieve the best results. This could be as easy as color coding the components in, say, blue highlighted background for owned components, and green for components you'd have to purchase, when you click the component slot and scroll through the list of weapons available.