You always hear directors talk about how they changed the ending of their summer blockbuster because it didn't test well. Today, more than ever, a production studio can't afford a stinker at the box office. For this reason they will take every precaution necessary, including testing the scenes on a live audience.
If you are interested in taking advantage of this night at the movies for free, you can usually find sign ups outside your movie theater. After you see the sneak peek, the studios will hand out their version of a customer satisfaction survey. This is how the studio gets its audience information.