There are very many viewers and browsers which display previews for EPS files.
Editor: There are very many viewers and browsers which display previews for EPS files. However, actually there are no viewers which display previews for all EPS files.

It has very simple explanation. EPS files contain encapsulated postscript always, and can contain some embedded preview. Usually the previews are displayed by viewers with variable success (these previews can have various formats: WMF, TIFF or PICT). However, the embedded preview can be absent in a file! In this case, the viewers dont show anything (or shows an icon only).

Of course, having Adobe Ilustrator (or other programs which can open EPSs) these files can be saved with embedded previews. However, many individuals and companies have accumulated a lot EPS files without previews, and to convert its manually is very toilfully. you can free download ST EPS Converter 1.3 now.