If you're actually in a store that carries music, many of them will let you listen to their inventory. In some cases, you'll need to ask a clerk for assistance; in others, you can select the CD yourself and put it in a CD player for a spin.
You can usually hear samples of some or all of the songs on an album at online music stores. Store webpages usually let you listen to thirty or forty seconds of a song.
Another good source for song samples is the website of the band you're interested in. Again, the samples will often be around half a minute long.