Theme Switcher will switch the theme on the whole blog if that is what you want. It doesn't do a preview though.
I tried theme switcher and theme preview but after activating both i did not find any option to view or for settings When we use Theme Test Drive there is an option of viewing theme but in need one like theme switcher or theme preview behaves
theme switcher has a sidebar widget which you can include in the sidebar otherwise you can include the html directly into a post.. theme switcher is the easiest to use though
you can use http://wordpress.org/extend/plugins/theme-switcher-reloaded/ just upload the theme to your themes folder and usage will be like: http://www.31f.info/?wptheme=WP-Orange http://www.31f.info/?wptheme=WP-Christmas