I don't get this - if you buy some bluetooth headphones you don't get to pair them before you buy them. If you already had a pair of bluetooth headphones I am notsure you could pair them with the display phone...
WALL OF TEXT WARNING
I say this with respect for you and your comment, a pair of headphones is much different than the watch. The headphones take streaming data and play a sound in your ears, and do so for $70 with no waiting in line (in line online... sounds like a synth pop group

and there is a reasonable expectation of what it does. There may be a feature or two that you may not use (pairing between two devices, or something like that), but, in general, they are used for one thing: playing audio. If you don't like the headset, pack it up and take it back to wherever you bought it. (Mrs. thequik and I have done so on many occasions, especially in the early Bluetooth days)
The watch is a different beast, as it is a new item; it is a limited computer on your wrist, and answering questions, fiddling around with it, and just exploring it are what we, as consumers are used to with computers. An important question to people plunking down $400 for a watch is this:
What does this do for me?
For computers and/or iPhones/iPads/iPods, that's a pretty easy question to answer, as they can put the Apple apps on there, so you can see Pages, Numbers, and Keynote, as well as Photos, iTunes, and iBooks, and make a decent start to answer that question.
For the iPhone, it's a phone, plus a whole lot more, and with 500 million (or whatever the number is) out there, a friend has one, and can tell you all of the greatness it has. The same with iPods and iPads.
For the Watch, we're still at the "hey, it's a $400+ watch, and a..." Not everyone is a marathon runner, has a friend with one they can send a heart to, or has a card or a place nearby that takes ApplePay. Even if they did, that friend needs the watch to it, and there is the crux of the problem. Until they have them in stores, people have to buy them on faith, and hope their hopes are fulfilled.
The good news is that I am happy with my watch. Strangely, I want to exercise more with it (I try to walk at least 7 miles/day, and today, I biked to work using the workout app), and record the data.
After 8 days, here are my observations:
Some things that I have done with it that are much easier:
1. Pay for stuff. Double click the home button, bring the watch to the reader, and you're done.
2. Use it as a remote for the Apple TV. I used to use my iPhone, but this is a lot easier. I just connect it as I'm going to the room that has my Apple TV of choice, and there I go.
3. Tell time. I guess that's what a watch is supposed to do, right? The multiple selection of faces also helps, so whatever mood I'm in, there I go, from Mickey to a chronograph, I just force touch, then swipe to the one I want.
4. Exercise with it. I use the workout app, because I want the workouts to go into my health app (one place, on my phone, rather than 14 different apps with their own database is the way to go. You hear that, CalorieKing?)
5. Messages. I have my calendar appointments texted to my phone, and this way I can look at them as I am going to the conference room. (there is a good reason why I don't just have them in my calendar, so please understand that this is intentional)
6. Use as a remote for music coming in my headphones. From I heart radio to general music, it's just more convenient than pulling out the phone, searching, and then activating the app.
Things I don't use it for:
1. Making calls. Sorry, I thought Dick Tracy wasn't too smart to have police business on a speaker phone where the bad guys could hear too. I'm not a speakerphone guy, and those people on TV and reality that hold their phone our to look cool don't really do it for me.
2. Doing e-mail. The phone is good for that.