Here's some suggestions:
1. Seek out babywearers near you- check online at places like TheBabywearer.com and Mothering.com- they have forums for finding local babywearers. You might have to register to view the forums, but it's worth it! Most babywearers own more than one (sometimes several!) slings. Meet up somewhere and try 'em on!
2. Find your local La Leche League and/or Natural Parenting group in your area- most often they will at least sell ring slings and are more likely to have babywearing Mamas with slings you can ask to try out.
3. Call around to local baby and maternity boutiques to see if they sell baby carriers you can try on. You might be surprised where slings are sold (ahem, I think even Target is selling some good ones now!)- and if you don't find any close to you, maybe you can suggest they start selling them!
4. Check out helpful resources like the Tummy 2 Tummy DVD, a babywearing instructional video, or the awesome Sling Comparison Chart at Mom4Life.
5. Know the return policies for the online sites you are interested in purchasing from. Many sites are flexible with returns if it's not what you had expected.