There are a few ways to test your body fat: some gyms have people who are trained to do skin-fold tests (they pinch you with tongs, it's a little awkward and not very accurate). There's a device that sends a slight shock through your body (you can't feel it at all) and it works kinda like sonar - the wave travels faster through water than fat, so it measures how much fat is in your body. You can get scales with that in them too (you have to go barefoot). There's an underwater immersion thing that I'm not too familiar with. The "gold standard" is a machine called a DEXA - it's most often used to measure how dense your bones are, but can give you a very accurate, precise printout of exactly how much fat AND muscle you have, and is kinda like an x-ray. It's pretty easy, you just lie there for 5 minutes with your body in a machine, but it's expensive to have done.
I know some Curves have the electrical one, and it's the easiest to use. I had the DEXA done, and it was so neat to see what my body was made of! It even breaks it down into how much muscle and fat you have in your torso, legs, arms etc.... I found out my left thigh really does have more fat than my right - it's not my imagination
(sorry to hijack, just think it's pretty cool
)