Besides connecting it up on the ground to a receiver and battery pack and turning on the bound radio to check it, here's a ten dollar servo tester that'll do some other functions such as a sweep etc. Also there is a link to another tester you can build with an explanation on what they do.
http://www.toysonics.com/esky-servo-...-ek2-0907.html
http://www.rc-cam.com/servotst.htm