The benefit of testing is that you can tell how much progress the athlete has made, as well as how they stack up to other athletes in the same sport (provided those athletes also regularly perform the same test).
This is how you evaluate your programming. If the athlete is improving, then the programming is good. If they are not, something needs to change.
The validity of certain tests for certain sports is a whole other topic, as there are a ton of generally accepted tests that are nearly worthless (in my opinion, the bleep test for rugby is retarded)
Personally, during my offseason (May-August), I will probably go through my conditioning test (I use the 1000 meter shuttle) about 3 times or so to see how I am improving. I will also probably test my sprinting speed a few times, but that depends on being able to get someone out there to test me. When it comes to lifting, I follow the WS4SB program, so there is feedback every week through the max effort work