Hi,
Well, the way I see it is that the only reason for testing is when you don't know the diagnosis

.
So, yes, you'd want to be tested. There are simple tests (fasting glucose can rule out most diabetes cases, fasting insulin may be enough to diagnose IR). There are also more complicated tests, if the fasting insulin is normal, for example, you can have the 2-hour glucose tolerance test with insulin levels. This measures your glucose and insulin before and at several intervals after drinking a sweet drink with a controlled amount of glucose in it.
Most PCOS-ers are IR to some extent. Some physical symptoms are overweight, "apple shaped body", skin tags, AN (dark discoloreation in skin creases, often on neck), male-balding patterns, excess hair in unwanted places, anovulation..
Or you may have none of these (I barely had any, yet my 1-hour result clearly showed I was putting out too much insulin to control my sugar, so I am IR).
Diabetes definitely should be ruled out (or treated if necessary).
An IR diagnose may help your doc prescribe insulin sensitizing drugs such as metformin/glucophage, actos or avandia. These can help greatly with many PCOS issues.
I hope this helps. try to stay informed, many docs are just beginning to understand this syndrome.
Good luck!
Oana