WorldCat is now open for all to use at WorldCat.org. So if you need/want to find out if any libraries near you have a certain book, check it out!
And if you plan to use this a lot, you can install a WorldCat search toolbar. There are ones for the Google and Yahoo! toolbars as well as for Firefox. I installed the Firefox one, but we'll see if I use it. Since I do interlibrary loan, I'm always in the FirstSearch part of WorldCat, so the public version may not be as useful for me. :)