If you mean render it out then watch it in another program, then you could use just about any program that plays videos (Windows Media Player, Quicktime, etc…). However, if you mean preview an After Effects Composition before it is rendered, then your options are limited. You could try using open GL previews if you have a nice graphics card to support it, or you could try using the dynamic link feature. If you have Adobe Premiere, open it up, start a new project, then import your AE Composition into premiere using Dynamic Link (should be under the ‘File’ menu tab). It still has to render each frame, but it seems to do it faster since its just a quick preview.
Jon Geddes
Motion Graphics Designer
http://www.precomposed.com