I want to replace the pickups on my guitar with another set.
Is there a way of knowing if I wired the pickups correctly before putting on the strings ?
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Honestly, the question is a bit ambiguous because there are so many factors at play here, but there are a couple of simple pointers that I have:
First, purchase a good multi-meter that has a diode test mode. The diode test mode will sound a beep if the two points where you connect the red and black leads have a connection. This is specifically useful when troubleshooting buzzes, signal losses, and checking for cold solder joints. If you connect two points and you don't hear a beep, those legs are not connected. There are cases where this is expected, however--so quite possibly the most important factor here is understanding what your wiring should do. If you don't get that, don't even attempt to swap out the pickups--get someone who understands what you want to do it for you.
Next, purchase an alligator clip lead tester. These guys are useful for short circuiting a leg of your wiring to help identify cold solder joints. Simply clip one end of the alligator to a pickup lead, and the other to a sweeper pole on a pot, or directly to output. There are a multitude of questions on this site related to troubleshooting miscellaneous wiring problems. Surf around and learn some things.
Wiring a guitar correctly, especially with more complicated circuits, is a complex beast rife with buzzes, hums, pops, and cracks. Typical problems include ground loops, improper grounding, and cold solder joints--which are all user errors. If you have experience soldering and building circuits then you'll be fine, but if this is your first try I recommend taking your work to someone who can check it out for you. If you don't have anyone, you can experiment until you get it right and be sure to arm yourself with lots of information.
A really good check that it actually works is to use a tuning fork:
Have the guitar plugged in, tap the tuning fork and hold it near the pickup. You can hear the response on each pole piece, so this is a simple way to confirm operation. This won't confirm phase, so you could potentially wire one pickup of a humbucking pair out of phase (if you have one that gives you 4 connections)
Get a multimeter => http://www.ehow.com/how_6246347_test-electric-guitar-pickup-resistance.html
And once plugged in, if you have excessive noise with no reason, check that everything is actually grounded.
Ever heard of a guitarist who uses a "massager" as a special effect for a sound? Or the toy ray gun that Steve Stevens used on Billy Idol's "Rebel Yell"? Pickups pick up more than strings. So, put a zapper (while pressing a button) or a ray gun or a ... well ... over the pickups as you go through your switches. If the sound goes through, you wired it right.