I personally have never done one, but I would not recommend that for anyone. I've seen some pretty gnarly results on people who didn't test beforehand.
I only do it to test the smell of things. I know that sounds wierd but I can't stand the way 99% of things smell. If it's going to go on my face it better pass the test or have NO smell at all, including a "masking" fragrance. Otherwise, I will end up with a major migraine and throwing up. I've returned tons of stuff just on smell alone.