OK, so there is a catch... you do have to spend money... but when it comes to finding out your specific wants and needs, these miniature try-me's give you a taste of the product without commitment to a whole tube.
Sephora's 'The Lash Stash' is a kit of Sephora's 7 best-selling mascaras. It includes: Benefit A Little Bit BADgal Lash in Black, Blinc Kiss Me Mascara in Black, LORAC Publicity Stunt Lashes in Black, Smashbox Bionic Mascara in Black, Stila Multi-Effect Mascara in Black, Sephora Brand Lash Plumper in Black, and Too Faced Lash Injection in Black.
I love BADgal lash, and the Sephora brand plumper is OK, but I want to try Blinc Kiss Me. I have heard amazing things about it covering each lash in a latex coating that pops right off in little tubes with a little water and pressure. (OBV if you have latex allergies, this isn't a good mascara for you.)
Travel-sized cosmetics are also good try-before-you-buys. They give you the option of trying more than one kind of a product before spending the big bills on something you might not even like. Or they can allow you to try one product for specific needs...
Smashbox Primer To Go comes in the original, Light, SPF 15 With Dermaxyl, Color Correcting Color Adjust (Green), Color Correcting Color Blend (Apricot), and Bronzing. These are great primers, and fit almost every need.
If you have redness, the Color Adjust with tone out the red and leave you with an even, neutral tone. Sometimes the Original can be too greasy for people that have oily skin, but the Light goes on smooth without making you look like you stuck your face in a pan of oil.
Other try-me or travel-sized cosmetics worth trying: Cargo DailyGloss, Cargo ColorCards, Cargo Eye Shimmer Collection, Cargo GlossBox, TheBalm Pick-Up Liners, DuWop Mini Venom Trio.
(all pictures and links from sephora.com)