Saying that it's good to just jump in and buy something you don't know much about is totally true, but obviously a way to improve quality control is what's being asked for here. 30 second samples don't do much for me, so I'd say you pretty much have two choices:
1. A couple of the better record stores in my area will let you listen to pretty much anything they have in the store. Cool, but I rarely bother, as I find being on the spot to make a snap decision isn't necessarily the best way to decide on new music, much of the best of which takes repeated listens to really sink in anyway. I've made poor decisions like this (both for and against) in the distant past when those were the only option. So you're pretty much left with...
2. Just download it and listen to it in the comfort of your own home, a few times if necessary. The only important question WRT morality here is are you going to buy it if you like it (ie. if you want to listen to it more than five times). If the answer is yes, and you're not using downloading to decrease the amount of music you buy, then I don't see a problem. I don't know what kind of musician would object to a potential paying customer auditioning their stuff a couple of times. I think most people who do this actually end up buying more music b/c of it.
Don't get me wrong, I know a few people who just d/l everything and rationalize it. I don't think much of it. But if you can keep yourself honest, which I'd think most here can, there's no ethical issue at all, both sides benefit. That's my take.