Two MySpace tracks (or a good old listening session in a CD store) can convince me that an album is worth buying. I have a talent for knowing which kind of music appeals to me. I rather discover and enjoy a band's work step by step. Like this I feel that I appreciate an album to the maximum. After that, the discovery continues.
Selecting from thousands of MP3's is an alternative choice but the bigger the quantity gets, the less time one has to appreciate and enjoy the individual albums and songs fully.
Not unimportant: when one compares one album with a complete discography the weaker albums almost never get a (second) chance. It is not always the best thing to buy the best album first. When a weaker album is purchased earlier, that's no sin, because a first obtainment can grow, and the satisfaction can only be bigger when the next album you buy is even better.
Another reason vs listening to the whole discography before obtaining a CD: it spoils the listening, all the songs are already known.
My 2 cents.