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If you're still deciding whether to try Linux or not, I'd say that you should just go for it! With almost all the software being free (distributions, applications), there's no reason why you shouldn't give it a shot. There are multiple ways of trying Linux, some of them invasive, others non-invasive. You can either try Linux as a dual boot operating system with Windows, a clean install of Linux on a completely empty computer especially for Linux, or inside a virtual machine without worrying about partitioning and harming your Windows install, or using a LiveCD which will not modify your system in any way. Let's take a look at some of the most popular ways of getting the Linux CD images and CDs.
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The first place where you can find CDs of your favorite distribution is on the website of the distribution itself. These pages link to the actual files on servers around the globe. These servers are generally donated by large companies, universities, or individuals with lots of bandwidth to spare. Once you navigate to your distribution’s download page, you are generally linked to the server closest to you from where your browser will start downloading the file via HTTP or FTP, depending on which transfer method you've chosen. For example, if you're interested in downloading Ubuntu, make your way to their downloads section where you will be given the option to choose which version of the distro you download depending on your computer's hardware. Once done, select the server closest to you or in your country. This will start the Ubuntu download. The same steps apply for other distributions.
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With the sizes of these CD images running into hundreds of megabytes and tens of gigabytes, it can be difficult for even the fastest university connections to feed the hungry hordes of downloaders who want to try Linux. With the advent of BitTorrent, it has become easier for everyone. Distribution creators don't need to find space where they can host their files, universities don't need to have super-fast connections just to serve up Linux CD images, and it becomes easy for the downloader and very fast if many people are sharing the file at the same time.
Linux Tracker is a BitTorrent tracker created specifically for the purpose of sharing Linux distros via the BitTorrent protocol. You just have to go to the website, select the distribution you want and clicking on the distro-name to download the .torrent file. This file is then added to a BitTorrent client which will then analyze the file and start connecting to all the people sharing the file and start the download. Some popular BitTorrent clients are uTorrent for Windows and KTorrent for Linux.
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A truly great gesture by Canonical, Ubuntu's backer, is to give away free physical CDs to anyone who orders them. They package the CDs and ship them to an address specified by you. Although it takes way more time than it takes to download it, you get a professionally pressed CD which can be passed onto other people. Another distribution which offers delivery via the postal service is Fedora Core. You can request free media from the Fedora Free Media Program. Many other websites generally give away Linux CDs for free, but charge for the shipping and handling. One such example of a website is Linux Emporium.
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Once you have the CD image, just burn the image to a blank CD/DVD using your computer's DVD/CD writer. In case you've received CDs, just skip this step. Now with the CDs in hand, restart your computer, and boot from the CDROM/DVDROM using the BIOS boot order setting. To read more about Linux, browse around in our Linux Channel here at Bright Hub. It's always bubbling with new and exciting content.