Yes, but it's a feature I've rarely used recently with the internet and YouTube videos. I have a pretty good idea if the game is something I want without needed to necessarily play it.
Back when I was a kid, Best Buy had kiosks of the Game Boy Advance, Xbox, PlayStation 2 and GameCube, and since my Dad took us there once or twice a week to get movies or CDs, you'd get to try out the games and generally that's how you knew whether a game was worth buying or not. Also, the Game Force in the mall would let you play a game if you asked and you could make a decision that way too. Nowadays, I don't play demos much. The last one I tried I think was Bayonetta 2 for Wii U.