Well, the obvious way is to go to your nearest department store and splash it all over. However, department stores do not carry the more obscure brands and I think you need more than a quick spray to know if a perfume is for you. I have had ZERO success in getting small sample vials from department stores at all, Penhaligons were pretty generous last time I shopped there (both retail store and outlet).
Decants are a great way to try out perfumes that are not easily available or to have a longer term test rather than a quick spray and go in a department store. Unfortunately, getting a decant is quite difficult in the UK as the Post Office restricts the carriage of perfumes sent by non-business sellers and there just doesn’t seem to be the the people willing to buy bottles and the decanting equipment. Places like Les Senteurs has a good range of samples for some of their range, and can send them in the post to people in the UK who can’t get to their London shop.
The US based website Surrender to Chance has a large selection of perfumes, and experience in decanting them, packaging safely and sending them onwards. They split your order if necessary to keep it under the customs limits. Their delivery time is pretty good (14 days or so to the UK), and they have weekly sample specials to tempt you into further purchases.
I haven’t tried them.. but this website in Germany has been mentioned http://www.ausliebezumduft.de/ . They do not list samples separately, you can find them on individual perfume’s purchase page. Another one is Nose who will ask you questions and send you a set of 5 samples based on your responses. You get the price of the sample kit off any full bottle purchase, so it could almost be ‘free’.
The Perfume Society do brilliant curated boxes of perfume samples.
The high street store The Fragrance Shop has a discovery club (I haven’t tried it) where you get a quarterly box of samples of new perfumes that they are stocking. You get a discount on purchases you make from the box.