How do you test your ROMs?

I'm not too sure what else to answer other than with an Emulator and save states that are functional to my hack changes, but that's how I go through and test stuff! There's no need to restart from the beginning for most changes, so having a plethora of save states to easily jump to wherever helps tremendously. Testing with an accurate emulator is also highly recommended, because some inferior emulators can let some things slide that real hardware wouldn't. I sadly still use ZSNES for basic testing but when it's something that needs REAL testing, bsnes or
snes9x is the way to go. Also after each worthy modification I usually make a BACKUP of the ROM and name it to whatever I just did because ya never know when some change will mess everything up and you forget what did it.

I didn't know different emulators might change how it works! What does ZSNES let slide that others might typically not? That's always been my emulator of choice.