Most galleries have web sites, and most of those web sites have a page with submissions policies. These days, with technology advancing so rapidly, it varies a lot from one gallery to another. But yes, strange as it may seem, a surprising percentage of them still do insist on those crappy old 35mm slides.
If the gallery doesn't have a web site, telephone them and ask what their submissions policies are (and if they're interested in reviewing new artists at all - many are not.)
Be aware that today, in general, the galleries find the artists and approach them, not the other way around.
Be prepared for a lot of rejection, and don't get discouraged. In most metropolitan areas there are probably 1,000 artists competing for every one opportunity to exhibit.