Using a sensor inspection device is preferred over having to shoot test images, you will save an enormous amount of time when cleaning your D-SLR Sensor with a inspection device.  If you don't have one yet, I highly recommend that you go out and buy one now, you won't regret it.

It doesn't matter how good your eyes are, they are not good enough to do the job on their own. Dust particles that are smaller than what you can see with the naked eye, can affect your images. The higher the power of the inspection device, the smaller the particles you will be able to see. In most cases a 5x is sufficient.  

The original method of shooting a test image is very time consuming, taking 3-15 minutes for each inspection.  Let's take a look at the original method.

0. Take your camera out of it's cleaning mode
0. Re-attach the lens
0. Re-insert the media
0. Set the camera settings for shooting a test image
0. Shoot the test image
0. Pull the media out of the camera
0. Insert the media into your computer
0. Open the file just shot with PhotoShop
0. Change the settings of the image (levels) with Photoshop to be able to see the dust spots
0. Remove the lens from the camera
0. Put the camera in it's cleaning mode
0. Now clean (please remember that the image in Photoshop is vertically flipped from when you are looking at your sensor.) 

Now we do it with the sensor inspection device.

0. Pick it up and turn the lamp on
0. Place it over the lens mount and look at the sensor

Yes there is a BIG difference in time, 5 seconds versus 3-15 minutes. Don't forget that you will more then likely have to do this many times over during just 1 cleaning session.  The sensor inspection devices also give you the freedom to be able to clean your sensor on location without having a computer. Inspecting your sensor after any cleaning is a requirement if you want to ensure dust free photography.