This article is from the Amiga CD32 FAQ, by Stuart Tomlinson with numerous contributions by others.
A: CD+G discs used to have a little sticker on the case, but the companies stopped this on the grounds that it confused the general public... The only places you'll probably find them now are in bargain bins or the odd mail order music store.
You can download a list of CD+Gs released from the place mentioned at the start of the FAQ, so you at least know what you're looking for. If you find a CD+G not on the list you can also send an addition (have a look on the list for how to do this).