I would go and talk about how there are some good games without demos…
Only to later realize that those “good games without demos” actually had demos at E3, many of them playable. Just that, well, us average consumers who don’t go to E3 can’t play them. Gah.
Sometimes I do but normally I always tests it at a friend or asks someone what they think about the game.
Titles like Half life 2, The Movies and psychonauts I really didnt need a demo for tho.
For new games a demo is more or less essential unless I know the series/developer but my computer is old and creaky so I just find myself tracking down old games. Wish I could run Oblivion, DX:IW* and Thief 3*. 
I bought Morrowind without any experience of the series because I managed to confuse myself and thought I was getting Gothic. o.O Didn’t matter as it turned out to be one of my favourite games ever.
If i am buying a sequel to a game i already own then i don’t usually try the demo. This is mainly because a lot of the sequels i have purchased are on the PS2 and i don’t buy the pricey mags that have the demos although i do check some of the games reviews online. I play more PC games now than console games so i tend to expect a demo as connection to the internet gives developers/publishers no excuses when it comes to demos. Cliffski has the right idea with regards to demos.