If you're looking to simply explore linux then just try a LiveCD. And if you run it under a virtual environment (vmware/virtualbox) you don't even need to waste time/CDs burning the CD - just download the ISO and boot from it.

Keep an eye on http://distrowatch.com/
Read their weekly digests http://distrowatch.com/weekly.php?issue=current it often contains quick reviews of new distros so you can get an idea of what each distro is about.