What The Font!
There are several sites that help you identify fonts, some have you answer a bunch of qiestion describing the font. I don't much care for that method, takes too long and don't often find what I was looking for. My favorite is "What the Font!" because it identifies fonts by the image sample you upload. Be sure to read the Tips for optimal results page.
And for you iPhone folks... yep, There's An App For That!!!
I'm never without my iPhone, so anytime I see an interesting font, on a poster or in a magazine... whip out your iPhone and snap a photo, and using your What The Font app, which you downloaded for FREE, identify the font in seconds!