Lots of bands offer showcases throughout the year so that you can hear them and meet them before booking. Check out Wilson Stevens or Murray Hill Talent for some Boston based bands that visit the Cape a lot.
One of the best parts of wedding planning is the cake tasting! If you have a sweet tooth like I do, you will want to find 2-3 bakeries to taste before making your final decision. You can even view photos of cakes they have done before or bring a photo of your dream cake to see if they would be able to replicate it. One of my favorite places to taste cake is at the Casual Gourmet where they are famous for their "Cake Fondue" tasting.
Hair & Makeup
If you aren't really sure from their website or if you have not heard much about a hair or makeup vendor you are considering, then you can definitely book a trial with them before securing them for your wedding date. Hair and makeup artists do charge for their trials, so I would say keeping it to one or two people for trials makes it softer on the budget!
Want to check out the trolley before you book? Most transportation companies will let you come by and see the vehicle you are considering before booking - just ask!
Now, crashing another couple's wedding to see how a photographer does is not the best choice, so we recommend booking an engagement session first with a photographer you are considering. If you love them after that, then continue with a full package. If you aren't impressed, find someone else!
If you have a vision you know you want to achieve, you could consider paying a florist to do samples for you when you have your first meeting with them. Again, a cost to do it, but it will give you an idea what they can or cannot do. A lot of our clients choose to do the sample after booking the florist, but I am sure some florists would be flexible to do it during the initial meeting for a fee.
In the grand scheme of things, I am sure you can ask almost any of your vendors if there is a way to "try before you buy" but in some cases it is just not possible! Referrals from past clients are great as well as from other people in the industry. Good luck!