Sounds like you want to invest in a company that's about to go public.. you are probably thinking about IPO (Initial Public Offer).

As some one has stated, IPO shares are pretty hard to get for the general public. The company usually reserve a fair amount of IPOs to its i-bankers and underwriters (ML, Goldman, Lehman...etc)...

re: Stock Options are publicly traded too. Of course, Companies do offer stock options to its employees, usually mgmt, but there are some that offer to its rank-and-file folks. (and of course, its free).