Safety Tip:Working around a running engine can be dangerous. Be sure to keep yourself (including hair and clothing) away from any moving engine parts.
Testing a coil on the car is pretty easy. No special tools are required. Just remember to be careful, the amount of electricity generated by your ignition system can be dangerous.

If your coil is already off the car, or if you would like a more specific data-driven test, you can bench test your coil.

To set up the test, remove one spark plug wire from its plug, then remove the spark plug using a spark plug socket. Next put the spark plug back into the spark plug wire. Be careful not to let anything drop into the empty spark plug hole -- very bad.

Holding the plug wire with insulated pliers, find a spot on the engine that is a good and easily accessible grounding point. Pretty much any exposed metal, including the engine itself, will do.
Holding the spark plug wire with your pliers, touch the threaded portion of the spark plug to the grounding point. Have somebody crank the engine with the key, and look for a bright blue spark to jump across the spark plug gap.

If you see a nice, bright spark (clearly visible in daylight) your coil is doing its job.