How are anti-aircraft missiles tested?
The short answer is that the final qualification tests are done against drones like the QF-4, which are converted from retired F-4 fighters.  These tests are still extremely expensive, into the millions per aircraft destroyed, so there are many dry runs and non-destructive tests completed beforehand.  Sacrificing a target drone isn't done until the project team is very confident of a positive result or they are unable to obtain necessary data by other means.