Some songs have their BPM (Beats per minute) stored in the CDDB database. (The place where iTunes gets all the information about a song like its name, name of artist, album etc....
You can also use a really cool program called Ask The DJ
. (Although they need a new designer to make their logo etc...) ATDJ can analyze your songs and determine BPM's. There's a free demo and it works under Mac OS X.
"Unlike any other software, Ask the DJ analyses beats to perform truly seamless transitions between tracks. Like a real DJ, it matches beats and adapts tempos whenever needed so the music always flows, even when cross-fading between tracks with different bpms. "