All you need is your web browser. Just point your browser to http://aka.ms.wpdemo and you will get access to an interactive demo of the Windows Phone 7.5 UI.
You will check out how tasks like checking email, texting or how apps work on the Windows Phone OS.
Most shops you walk into only have dummy phones on display. You generally have to rely on reviews from tech sites before you choose to switch your smartphone platform. Microsoft has come up with a great way for you to experience Windows Phone and all it's features without having to go further than your own smartphone.