I think the best way is to subscribe to Guns and Ammo or one of the similar magazines. Shooters Bible is nice to flip through and it's worth reading annually, but they don't cover many new models. If there's something specific, it's best to pick a set of manufacturers and peek at their web sites occasionally. They usually make new developments prominent on those pages. Also, more specialized magazines are even better than general mags like G&A. Shotgun Sports, etc.
Also, I don't know if Tom Gresham is still doing his radio program, but I was getting it via podcast or his web site for a while. That's a good show. In fact, I should start listening again.