I think that using a disposable mascara wand will be ok because you can get the general idea of the formula of the mascara but it is not ideal. This is because the shape and texture of the wand has so much effect on how your lashes turn out. Different wand shapes are better than others and the disposable mascara wand is poor quality and does not give you the "full effect" of the mascara. Also (this is me personally) but I would not use the mascara at the sephora stores at all. This is because even though ideally you should use the disposable mascara wand that you can get at the Sephora stores I have seen on numerous occasions people just using the wand that comes with the mascara and applying it straight to their eyelashes which to me is unsanitary. If you are willing to use a mascara that has possibly been used by someone then that is your own choice but I personally wouldn't. Another thing is that the mascara in sephora could be very old or gross after sitting there for a long time which could effect the formula. My best suggestion for you to do which I do all the time is to buy those giant mascara set samplers that sephora always have. They usually have about 10 different mini mascaras and typically are really cheap. They are also exact replicas of their bigger versions which means they come with the same mascara wand that the actually full sized versions come with. I suggest you just buy one of those and take your time trying out the different mini mascaras that you know no one else has used and comes with the right mascara wand.
You will get an idea of the formula and if the brushes are similar then you have a pretty good idea, but if it is a special comb, then the results will be slightly different, but for the better I think. However the results won't be THAT different.
I think a lot of how a mascara works is in the brush, even if you get a small size with the same brush the shortness can affect the outcome. I once heard that some makeup artists actually melt the handle into something more gripable, I don't know if that's true but I know that small samples don't do most products justice. I would judge mascaras more by reviews, I would recommend Bad Gal Lash by Benefit and MUFE Smoky Lash, I watch tutorials on youtube a lot and that's where I saw smoky lash in action and it seems awesome, very thickening.
I'm with Loveeyeliner - I wouldn't sample mascara or any other make-up at Sehpora or any make up counter - as a Microbiologist, need I say more?!
Several answers mention vidoes and tutorialsfor mascara and think these work pretty good and give a good idea how the mascara will work. I also believe mascara is like perfume. You just keep trying one until you find the perfect match for you. What works on your friend may not work for you. I ask my friends what they use based on how their lashes look. Sometimes, I'll go buy it and dang-it if it doesn't make my lashes look like spider-leg rave party just happened on my eyes! Others seem to take 10 minutes and 25 repeated coats just to tint and others pull the entire contents of the tube right out there for everyone to see!
I am using Gifted by Tarte ( really into Eco friendly stuff right now) and I like it. In the beginning when the tube is full, I thought it was kind of clumpy but now that there is less product on the brush, it's working great with a lash primer. Without, it is taking multple coats and time. *sigh* still looking for the Perfect One.
Using the disposable mascara wand will give you an idea of the type of formula, but it won't give you the actual effect you'd get from using the actual mascara wand that comes with the mascara because the brush applicator is very important in how the mascara will end up looking and applying on your lashes. I've sometimes bought mascaras that had terribly designed brushes which made the mascara (which would have been good otherwise) look terrible and clumpy. Really until you actually use the brush that comes with the mascara, you aren't going to get the full effect of what it's going to look like applied. However, I would never use a tester/sample mascara brush is a store so if you use the disposable brush and think you may like it then you can always buy it and if the brush turns out to be horrible you can return it. That's what I do anyway.
Hope this helps!
Have a great day!