I haven't seen any e-books that allow downloading samples. I have come across some that have short excerpts. And as for where you should get it - I think all else being equal, I would go wth the place that has the best return policy.
BTW, you can go see pretty much what you'll see on the reader by going to:
http://ebookstore.sony.com/
Find "The Drunkard's Walk", which has a little excerpt. Not all books have the exceprt feature though.