The place where I go has a back room, where there are shelves lined up and each different vibrator is there, all batteried up so you can turn it on and see what it does. I just went back there, and looked around and picked one I thought was cool. The two I got as gifts were more novelties than anything, and I wanted something with some real juice!
Then, once you pick it out, you take the card that's next to it to the counter and the girl goes in the back and gets you the one you want. It's really easy. I actually ended up applying for a job there while I was there. The people that work there are mature, and probably have a collection of their own, so no need to worry about them looking at you strange.
