I've used several different types, and if you're going to crimp your own RJ45s, especially to solid wire, one of these will be essential. If you use the right hardware ([link|http://z.iwethey.org/forums/render/content/show?contentid=81329|shameless self reference]), they aren't needed on a modest project. I use a tester mainly when I'm not the one who's going to plug in the equipment, just to make sure.
Some testers produce really hard to interpret results if the device at one end of the cable is wired 568B and the other end 568A. The officaial standard is 568A, but only a few weirdos use that in the U.S.. The consnsus standard is 568B (WECO (Western Electric Company) format). Nothing is as screwy as a site where some ding-dong has installed 568A devices (because it's right) when the rest of the place is 568B.
Oh yes, one other thing, I use the tester a lot when someone has used Leviton jacks. If they start with the brown pair, the blue pair is often open. Blue doesn't mater for most Ethernet, but a lot of my applications use the same cabling for serial data.