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The server is meant to replace (by changing the domain's MX record to new server's IP) another one and start receiving incoming messages flow immediately. How can I make sure I've set it up correctly, it's ready and going to act as expected while it is not yet set set up as main MX for the domain?

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For a quick test, use telnet and talk raw SMTP, like so (lines start with > is what you type, < is what the server says, this may vary but the numeric response codes should be the same):

# telnet newserver.yourdomain.com 25
Trying 1.2.3.4...
Connected to newserver.yourdomain.com.
Escape character is '^]'.
< 220 mail.yourdomain.com ESMTP blabla
> helo test
< 250 mail.yourdomain.com at your service
> mail from:<[email protected]>
< 250 2.1.0 OK blabla
> rcpt to:<[email protected]>
< 250 2.1.5 OK blabla
> data
< 354  Go ahead blabla
> Subject: Test!
> 
> Here goes the test body.
> You must type a period on a line of it's own followed by enter to end input.
> .
< 250 2.0.0 OK someid blabla
> quit
< 221 2.0.0 closing connection blabla
Connection closed by foreign host.

For more conclusive tests, set it up under a temporary domain name (subdomains work fine for this, e.g. newmail.yourdomain.com). Then you can add a MX for that subdomain and send emails to it. After you're satisified everything is working correctly, replace any mention of the temporary domain name with the real one and then change your main MX record.

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