I always test my HDs, although the amount of testing may differ.
For one, I always do a full format at the first time -- there is no exception. And if it doesn't pass, that's an automatic return. Happened with a brand new 1.5TB Seagate some years ago -- it kept failing at the same place. Went back to Frys, and they were telling me that it formats fine. When using quick format.
Most of the time I also do a full LLF/zero write followed by 1 or 2 passes of surface scan to ensure that the HD is in a good condition.
It may take a day or two to finish testing, but I consider it time well spent. I do not have raid or any sophisticated backup plan, so I need to make sure that my HDs do not show any sign of obvious defects.