Hi Knud,
The fastest way is to have the preview window open, choose a theme, then it re-loads the preview window with the changes: https://i.imgur.com/CbmyTSa.png
That way you don’t have to save and check the front-end. Themes from the same groups are usually very similar, except the colors, so you only need to check one from each group to see the overally styling. There is no screenshot of all available unfortunately, as these are frequently adjusted and new ones added each update.