Try going to http://music.yahoo.com/. If you type in the name of the song you want to listen to, I'm pretty sure you can listen to the entire thing for free. You may have to get a yahoo account for some of them, but you can listen to the majority of the songs for free.
And if this helps at all, I have all 3 soundtracks and they're amazing. I would highly recommend buying them (imo, the RotK soundtrack is the best. But they're all worth the money.) Hope this helps!
EDIT: *headdesk* You can listen to a lot of the songs on the soundtracks on this site! Just go to "Media," then to "Sound and Music," and then click on whatever you want to listen to! I don't think there's everything from the CDs, but there's a good portion of them. There's also clips of some of the other songs, too. But you can still go to music.yahoo if you need to.
