Here are some general guidelines to consider when visiting the schools you
have an interest in.

First, call ahead.  Make sure that visitors are welcome.  Some schools are
particular about what classes visitors are allowed to watch.  Advanced
classes may be "off limits" to the public as well as "private lessons." It
should be a "red flag" if the school will not allow you to watch _any_
classes before paying money though.  Further, some schools feel that simply
watching a few classes can not adequately give you a feel for their art. 
They may encourage you to take an "introductory" class (sometimes at no
charge).

Next, be aware that most martial arts schools have rules of etiquette. 
This almost always includes not wearing shoes inside the school or in
certain areas of the school.  They will often provide a rack or shelf for
shoes just outside of the "restricted" areas.  Never step onto the mat in
your street shoes. This can track dirt, pebbles, gum, grease, and other
substances onto the area where people may soon be having their faces
smooshed.

Also, be aware that many schools will have beginning and ending ceremonies
that they may ask you to stand during.  Some may ask you to bow whenever
crossing the threshold of the school.

When you go to observe a class or visit with the instructor, wear clean,
casual clothes.

If you've been invited to join the class for a training session, or think
it's a possibility you might be asked to join once you show up, then bring
a t-shirt, shorts, and loose sweat pants to work out in. If you have
martial arts experience in some other (or even the same) style, and the
uniforms are roughly equivalent shapes, it would probably be acceptable to
wear your uniform, however it may be considered extremely rude, or at least
confusing, to wear any belt colour other than white. Ask the instructor
about what to do on this one. It might be that your red belt is just a
pretty ornament in their school, or it might indicate that you are the
respected founder of an acknowledged style. They may loan you a white belt,
request that you wear none at all, or not care in the least.

As always, be polite.  If someone offers a hand to shake, then take it.  If
someone bows, return the bow; try to emulate the bow they give you.  Be
quiet during the class.  Don't make noise or draw unnecessary attention. 
If you are visiting the school in the company of a friend, don't converse
with each other.  If you must do so, keep conversation to a minimum and in
a hushed tone.  The object is to not interrupt the class or distract the
students who have paid good money for their instruction.

Further, show up early, before class starts.  This will give you a chance
to observe "pre-class" interactions important to understanding the
atmosphere of the school.  It will also give you the opportunity to talk
with the instructor and students.  Write down a list of questions you want
to ask and bring it with you.  If any other questions occur to you as you
watch the class, write those down so you can remember to ask the instructor
after the class is over.

As a general rule of shopping etiquette, don't discuss the other schools
you've been to or heard about.  If you must discuss other schools, be sure
to avoid derogatory remarks about them.  Avoid discussing the quality of
their instruction, etc.  If you are asked about any prior experience in
martial arts you might have, go ahead and tell the instructor what your
experience is. This will help him understand what you know and may give him
a base to start your training from.  Avoid comparing the two arts.

Finally, don't try to impress the instructor or students with your
knowledge of martial arts or foreign languages.  It usually backfires.