I don't know where you live, but a great way (for me at least) to hear and play-test jazz is the library. I'm lucky enough to work near the Barbican library in London, and they have a really pretty good selection to choose from. 30p per week for a CD? Yes please!
Even if your local library isn't quite so well stocked, it may well be worth checking out. They may even be able to order stuff for you.