If you want to quickly have a lot of specimens, your best bet is to buy the Font Book. One step down from that would be something like the Linotype specimen book, which is free. Another angle is the Indie Fonts books, which are not cheap, but they're nice.

But even those don't cover everything, since a lot of smaller foundries only sell their fonts themselves, and hence you have to contact them directly for specimens, which are often provided as PDFs. Then there are one-off things (like the Lexicon specimen book) but those tend to be font true-blue font freaks.

I've collected a ton of specimens, but it's taken me a while, and I'm not sure I could outline a method to have collected them all in an efficient systematic way.

hhp

i{Indie Fonts books, which are not cheap}

I think they're worth every penny! And sometimes you can get them at a discount through one of the participating foundries. I bought #2 through Nick's Fonts for something like $25 and I thought it was well worth it.

check your local used book stores too. I've come across a few there...and at a good price!

My approach: emailing them and requesting one. Like paper companies, foundries are eager to get their samples in front of you. Coincidentally, this thread has some linked lists you could peruse for foundries.

Another good source is font conferences - if you're in the vicinity of NYC in July or Helsinki in September drop by the conference venues and see what you can blag - better yet if you pay to attend you'll get a free bag to store all the goodies and get to enjoy the auctions where these things often come up for bid.