I believe the Bay/Sears beauty counters should give out samples if you ask. I know counter girls at department stores can be a bit intimidating, but it is okay to ask. The worse thing that could happen is that they say no, but most of the time, they should give you a sample. After all, you are a potential buying customer. So yeah, department stores with beauty counters.
Also, I believe Everyday Minerals allows you to try up to 7 free samples for free (well, for a cent) - you just need to order the samples online, pay one cent for the kit, then pay for the shipping (around 3-4 dollars, varying on where you live). I say it is worth it.