Even with my vast knowledge of fonts, there are just too many (and so many more created each day) to know what each and every one is. Sometimes you're either curious about what a font you see is, or you want to actually use it.
The website My Font is your new aid; they have a webapp called What the Font, which allows you to upload a JPG or enter a URL with the font, and it will try its hardest to identify it.
If the font you selected is not a known font (like the custom one created for Blueprint magazine, seen here), it will suggest a few different fonts that are close. Fontabulous!