There are many articles on advertising testing, but this one answers IF you should be testing at all! It covers the when, what & how of ad testing.

In summary when it comes to testing your advertising:

1. Know with whom you want to communicate.

2. Know what your target audience wants to hear.

3. Know why you are communicating, what the message is that you want to send.

4. Know which concept(s) or ideas have the most resonance with both your target audience and objectives, and why.

5. Know how the concept(s) will develop into a campaign across media.

6. Know how you are going to communicate, the most relevant medium and channels for your target audience.