IMHO a test site is essential to test all functionality before it goes live.
I work in two ways, I have a local server on my main development machine here in my office powered by MAMP Pro and I have the ability to set up sub domains on my website where I can have my clients test live e.g. hvh.i-cre8.com/ before the site goes live
This way I can work out all the obvious kinks before the client sees it and then they can advise what changes / issues are apparent to them.