Depends what you're testing for, where the tank was filled, and what you'll do with the gas.
CO? How likely you are to get any of it turns largely on where the tank was filled, but it's pretty nasty stuff and it has turned up even in more first-world locales... I'd say that's a justifiable level of paranoia, assuming you can afford the cost of the tester and 3-4 yr sensor replacement cycle. If you're not diving the third-world and have a reputable shop, you're probably just fine not testing for CO, too, just like thousands and thousands of divers do every day without incident. That said, the deeper you go, the more CO can affect you... if you're routinely taking your tanks down past 100' and staying there for a while, I'd say testing for CO is getting up towards a mandatory safety precaution.
O2? If there's no way your shop could possibly add O2 or He to a tank and they don't contract out fills, you can safely assume an air fill is actually air. However, as someone pointed out earlier, most shops don't check what's in a rental tank that's been returned... if someone rented it, filled it with EAN36 and then returned it half full after a short dive, you could have a real surprise on a deep dive. If the shop only does mix by partial pressure blending, you could possibly get a mix in a regular, unmarked, not-O2 clean tank...but economics and safety considerations make it seemingly unlikely. Still, people have gotten rich mixes, hypoxic mixes, and even 100% Helium fills from such operations, all of which can kill you dead if you treat them like air on the wrong dive (or on any dive, for the 100% HE/0% O2 tank). Finally, places with banked nitrox are at least seemingly the greatest chance for a screw up... monkey pulls the wrong valve, monkey fills the wrong tank, etc. O2 clean requirements aren't applicable, which makes filling any old tank with nitrox NBFD. Still, unless you're going deep, getting some banked 28, 32, or 36 probably won't hurt you at all. If you're going to 130', much less a 200' air dive where even 23 or 24% O2 would be a terrible idea, you should probably make sure your air is actually air.
