This has changed lately. I have slightly more money than I used to and CDs cost much less; in fact I'm more circumspect about buying books than music these days, with new paperbacks often costing upwards of a tenner.
The internet has helped, too - it's very easy to try before you buy (or if you're really naughty, never to buy at all), and easy to run across stuff you like the sound of. Pandora and last.fm do very well on 'if you like X you might like Y', making their recommendations only a slightly bigger risk than my usual 'if you like X, buy all their albums' strategy.
Today I went out and bought two albums more or less on a whim: this one because I liked the cover and this one because there's a song on it about wanting to be Roger Moore. (I do hope I like Scouting for Girls, then I can buy a band T-shirt with a wolf on.)
Even more astonishingly, they were both in the charts, at #24 and #27 respectively! I don't think I've ever bought an album from the current chart before. The 1967 chart, yes.
Lest I be mistaken for some kind of with-it hipster, I should take this opportunity to complain that the background music in the Virgin Megastore is far too loud.