It depends on the game really. I remember back when I first saw a topic about Command & Conquer on tv, the cool graphics, the videos and the fact that its gameplay was similar to Dune2, I was immediately sold. I went to the store the next day, bought it and played it for months.
When Command & Conquer 2 was released I did not wait for reviews in game magazines, I simply bought it without a second thought.

But that doesn't happen too often anymore. With Halflife 2 and World of Warcraft being exceptions, I usually try demos first.