Good question. Here are some thoughts from a somewhat-noob:
1. Check out the City Shopping Guide on BN for your local area:
http://community.basenotes.net/forumdisplay.php?f=19
There's info on online retailers below the country subfora. Avoid 1stperfume.com (see the first or second thread after the state/country listings). There's a thread on this here on BN. Some people do OK; a lot don't.
2. Ebay can be OK if the vendor has lots of good feedback (not just positive votes) and the juice isn't rare or expensive/popular. I've purchased from vendors on eBay with good luck. But I wanted frags that aren't popular or expensive.
3. I second Pelle's suggestion of samples from The Perfumed Court. They have a whole section of men's sample packs. They have nice groupings so you can get to know families and you can try some very expensive stuff relatively cheaply. You can also order samples of fragrances from
www.luckyscent.com. Lucky Scent also has a storefront in LA called ScentBar. Another good resource is
www.beautyhabit.com, which also has a storefront in the LA area.
You want to try scents at your leisure - they develop and change during the day. Something may start out smelling great and an hour later, you need to wash it off. Or vice-versa.
If you sample at local stores, only spray one or two scents. Then walk away. Let it develop. It will still be there the next day (or week) if you want it.