I assume by test a new speaker, you mean a diy home built speaker that you want to play for the first time. The first thing I always do is perform a basic set of tests with a multi-meter. Check the crossover for resistance and continuity. Then, hook it up to a cheap low wattage amp and play a really basic low volume song. Make sure there is sound from all the drivers. Then once I am satisfied everything is working properly, I hook them up the big system. Would be sad to blow a $100 mis wired tweeter. Would be awful to destroy a $50,000 setup of speakers, preamps and amplifiers. To be honest, I quadruple check everything everyday while building, so by the time the final product is ready for testing, I am 99.99% sure it wont be wired wrong. The rest is all done with ears, and room eq wizard.