I post a whiny thread in the 4e forum here and incite poll votes from people who have bought the product and then complain when people vote who haven't bought it.
I read RPG.net reviews, occasionally ENworld reviews, sometimes Amazon. Then I play convention demos. I rarely buy anything without a demo or reading through a friend's copy or PDF.
I start here, then I look at rpg.net. I've I don't find anything I use my Google-Fu, but it's usually hard to find any actual reviews. Most of the result pages are asking for people to write reviews!
Amazon reviews of rpg products are usually worthless.
I regularly read reviews on RPG.net and here on ENWorld.
If I am considering buying a product, I will look at reviews on RPG.net, ENWorld, and DrivethruRPG. I will also use my google-fu, particularly if I don't find many reviews on any of the above.