If I'm following a pattern, either with templates or an actual printed pattern, I don't do any test blocks.
If I'm changing the pattern to a larger or smaller block, or arranging them differently (if they are different size blocks that fit together) then I will do some test blocks out of scrap fabric to check out my math or idea.
I almost always do a test on my quilting design on couple of layers of scrap fabric with batting between them to see how it flows. The only time I don't is when I using a quilting design that I have used before.