Gyroscope's Output Data Rate (ODR) vs. Program Loop Frequency (L3G4200D, Arduino)?
I left FIFO disabled by default. I avoided the interference of 'Serial.print' with every single cycle by first concatenating 8 values in a string over 8 cycles and then print the string once after 8 cycles (sacrificing one cycle time).

k = 1;

void loop()
{

 //get values from L3G4200D, e.g. RawX

 output += k;
 output += ": ";
 output += RawX;
 output += ", ";
 k++;

 if (k == 9)
   {
    Serial.println(output);
    output = "";
    k = 1;
   }

 //trim cycle time to 5 ms
}


The result (a visual proof I was looking for) can be seen as follows:

1: -14.10, 2: -14.10, 3: -7.10, 4: -7.10, 5: -7.10, 6: -11.10, 7: -11.10, 8: 14.90, 1: 14.90, 2: -15.10, 3: -15.10, 4: -22.10, 5: -22.10, 6: -11.10, 7: -8.10, 8: -8.10, 1: -4.10, 2: -4.10, 3: 7.90, 4: 7.90, 5: -8.10, 6: -8.10, 7: -33.10, 8: -33.10, …

Increasing the loop frequency to 400 Hz (i.e. 2.5 ms) gives most of the time 4 identical values in a row. Sometimes you also see groups of 2 or 3 identical in-between. This "out-of-synch" can perhaps be corrected by working with FIFO registers, as pointed out by ammar.cma.

Hope it helps others using this specific gyroscope.