Ubuntu, SuSE, and Mandriva are the three that I like.
www.distrowatch.org is a good site for all sorts of distros.
Im sorry, but google it. It's all about experimentation. Don't be afraid to read up. Some people like one distro as compared to others. I don't care for PCLinuxOS, Xandros, or Linspire...that's my opinion. You just need to experiment on your own...There are generally live cd for every distro, and some are just live cd's. that way you don't have to install, you can test.
No matter the distro, live or not, you will have to burn a CD for it. It's an OS...I would suggest an ISO burner, Alcohol 120% is real good, and so is ImgBurn. Don't jump into linux full force expecting it to automatically replace windows. Ease into it, I would suggest a seperate system that as you get the hang of, you start migrating more and more too. If you do it too sudden, the change is too severe and it will turn you off just as fast as it turned you on. In the past, Linux was not too great an alternative to Windows, but now, it is a very viable alternative, and should be taken seriously.
good luck