When you're filling up a form of a CActiveRecord (using CActiveForm for example), usually you'll construct your code so that in case of validation error you'll get back the form with the error displayed back to you, typically when CActiveForm.errorSummary() is used. This is how its done by Gii.
Say, you want to write a test for a component which provides a caching feature. How would you know, that some method of your component returns a cached result? With the solution described here you can inspect all log outputs. So you could search the logs for accesses to the DB to really make sure, that the result was served from cache.