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I've had my tush saved by free samples several times. I've run out of toothpaste, cat food, cleaning wipes and many other things and raided my sample stash for something that will tide myself (or my cat) over.
I greatly enjoy trying new products before I buy them, which is another benefit to being an avid sampler.
One of the best sites that I have found for finding samples is Absurdly Cool which is a freebie and sample automated aggregator. It searches the internet for free trials and samples and collects them all in one neat place. A lot of these come from places like WalMart, and usually take six weeks to arrive.
Another great way to try new things is to join BzzAgent where you sign up to join marketing campaigns for products and you get sent trial products and then write about them. You often get coupons too, which you can keep or pass out to friends or family.
Stores will often give out free samples. Sephora is a great example of this. They have drawers filled with bath and beauty samples and just asking a sales person if they have anything new that you can try will often yield up a variety of small packets.
Although these samples are usually small and good for just a few uses, you may find that you can get a months worth of shampoo. Sample sizes are also great travel sizes.
Remember that these little trials of things can be great filler between buying new items if you run out or if you just want to spend a little less at the grocery store next time!