In addition to the tests Dr Mayhem suggested, I'd also suggest checking that there is no noise when your hands are away from the antennae.
Some cheaper models have a residual 'hum' which requires constantly recalibrating to get rid of. A bit like radio interference or feedback through a mic<->amp. I've used one in very close proximity to a keyboard before which picked up interference along the line out - as I say, a cheaper model.
Along the same lines, also test that there is no 'wobble' in pitch or volume when you hold your hand at a constant distance. Harder to test accurately I know, as you may not have that steady a hand of course!