Welcome to Basenotes!
I have a problem in that I live in Boise which doesn't have too many perfume outlets. Although (and I AM THRILLED about this) Sephora opens here soon!!
What I've done so far is get a lot of samples. There really is no way you can do this without sampling, so spend some money on those. You'll begin to build a scent library of what you like and when you do, you can look for others with similar notes.
Here and here are links to perfume guides that will give you some suggestions.