I saw this article on "shopdropping", the reverse of shoplifting, where people bring stuff into stores and leave it. This is sometimes done for art's sake, but what was more interesting is when it's done as marketing. I've seen marketing literature, particularly political ads, dropped in bookstores and other places.
I've had the thought of dropping invite cards for our church in the religion or even self-help sections of book stores but it just reminds me too much of a pushy street preacher shoving Chick tracts at everyone passing by.
But I haven't seen bands dropping their CDs. I think that's a cool idea, especially if they're clearly labeled as free, so a cashier doesn't have to waste 15 minutes trying to get it to ring up. If they're stuffed in the right locations, they could get to the people most likely to enjoy them and help build some buzz.