Since I had a lot of problems few days ago with one of my site, I'm totally paranoic (don't know if it's the correct word in english
)
Then, I have one domain only for test and also easyphp in my computer!
I always build a site in local (just all design adjusments). Then I upload the files with some changes but I insert the contents only in the website. First I make a test online in my dev domain if I'm not sure about the result, compatibility or stability of the component or module.
However, I made some sites in local and uploaded the files and DB in my server without problems. It's just necessary to changes the configuration.php