Testing your code is important during development to ensure that requirements are being met while nothing broke unexpectedly. Unit tests for Drupal are written in SimpleTest. Running a test runs Drupal in a sandbox, installs modules, and performs functions such as creating a node. Anything that didn't work or threw an error will be reported so you know what to fix. Creating and using tests adds time for development, it will help keep code maintainable, especially for big projects with lots of developers.
Overview of SimpleTest