When I first acquired my dedicated macro lens I wanted some idea of what it could do. I picked a simple subject which had some depth to it to experiment with the different apertures. The purpose was to learn what the lens could do, how its DOF improved as the aperture opened up and what happened to the colour and other characteristics such as sharpness changes.

This series of images shows the lens from f/5.6 (large aperture, limited DOF) right up to f/40 (tiny aperture, deep DOF).

I chose an overcast windless day for this series so the light would not change too much during the exposures and the subject flower would not move around in the frame. I placed my camera on a tripod, composed and focused then used aperture priority (Av) and took one shot for each available aperture the lens offered.

I strongly encourage you to do the same experiment with each of your lenses so that you can see how they behave with your camera. Even if you have a point and shoot this is worth doing. You will learn the capabilities of your equipment and can consider its advantages and disadvantages at various settings on the images you are composing.

Testing a lens when purchasing
When I purchase a new lens I will do this within a day or so as most retailers will swap a bad one if you get it back to them quickly enough. With a second hand lens I'm a bit lazier but will do an abridged version just to see if I'm willing to pay for the lens. If you're buying second hand from a photographer they will understand and allow you do to this.

As always, if you want to chat about photography (or anything else on this site) you can find me on Google+