The 9 inch figures are all sold in see through boxes, so you'll know what you're getting with those.
For the 3 inch, only a few of the sets are sold in see through packaging, such as nightmare before christmas, animal kingdom, MK 40th, nerds and occupations. The see through packaging allows you to see what figure you're buying, however, there are no "chasers" in see through series.
The vast majority of series: parks, urban, holiday, cutesters, animation, toy story, star wars, etc are all blind box. You don't know what figure you're getting. None of the stores sell "opened" boxes or figures, so if you're looking for a particular figure in any of those series, you'll either have to blind box it, trade for it, or buy it from an individual.
As far as trading goes, there are two ways to trade. You can do a blind trade, in which the figures are in a big black box, with doors numbered 1 through around 20ish (I can't remember the exact number) You pick a number and then see the figure behind that door, and then you can either decide to trade or not. They also have non-blind trades. They have clear boxes by certain cash registers containing 3-4 figures. You can see the figures and can trade your figure for any of the figures in the box, as long as you're not trading a figure that's already in the box.
If you're looking for only certain figures, you may want to check ebay. Several of the "regular" figures are sold for cost, or pretty close because people are trying to get the chaser or only certain figures and just want their money back for the figure they don't want or wasn't a chaser.
