That's exactly what I'm doing! DH and I built an incubator just before Christmas and I wanted to test it on eggs that don't matter before ordering eggs to be shipped. I can't have a rooster since I live in city limits, so instead I browsed Craigslist and every time someone posted eggs for sale, I called and asked if they have a rooster. I finally found a lady with fertile eggs and she was nice enough to collect them for me before they froze and even stored them big end up for me! After she'd collected a couple dozen she called me to pick up. I set them 15 days ago and when I candled at day 10 almost all of them were developing and moving. It was very exciting.
For me, testing it on eggs with the most chance of hatching (i.e. because they haven't been shipped) seemed the best way to ensure the incubator is working as it should. If I had got eggs in the mail and they didn't hatch, I wouldn't have known if it was because the incubator wasn't working or because the eggs were scrambled in transit.