In the right hand column of the font list provided by the drop-down menu are samples of each type face.
If you have over 2000 fonts, i would recommend some font management software anyway, as having them all activated must result in some issues with system performance. I'm a mac user and use font agent pro, this lists all my fonts, allows me to associate specific fonts with specific projects, and instantly provides previews of each font.
It also switches off all my fonts by default (excepting those which i leave on) and activates them automatically when a file requests them. This is a great piece of font management software, significantly better than xtensis' suitcase and comes highly recommended.