My local Ultas may just be bitches but they all flat out refuse to give samples of anything and one SA told me if I wanted samples to go to Sephora. They do have a good return policy so if you end up not loving the product you can easily return it.
If you're interested in MAC they have counters at Nordstrom and in some of the nicer Macys.
MAC often has free second day shipping and free returns. Ulta won't have what you want, so if you are interested, consider purchasing directly from MAC or from Nordstrom, which also offer free shipping/returns, but which does not carry the entire MAC line.