Another useful self-test that's very reliable is simply closing your eyes while switching between two sources with software. When I want to test myself blind, I set up two parallel tracks in SONAR and assign the Mute switches for those tracks to the same Mute Group while the Mute switches are in opposite states. That is, one track plays while the other is muted, and vice versa. Each time the button is clicked, the tracks switch. This lets me change smoothly from one track to the other without interruption or clicks. I put the mouse cursor over either track's Mute button, close my eyes, then click a bunch of times at random without paying attention to how many times I clicked. This way, I don't know which version will play first. Then I press the space bar to start playback, still with my eyes closed, and listen carefully to see if I can really tell which source is which as I switch back and forth. When I open my eyes, I can see which track is currently playing.
Whether you're using a single-blind, double-blind, or ABX test, it's important to understand a few basic requirements. First, the volume of both sources much be matched exactly, to within 0.1 dB. When all else is equal, people generally pick the louder (or brighter) version as sounding better, unless, of course, it was already too loud or bright. Indeed, people sometimes report a difference even in an "A/A" test, where both sources are the same. And just because something sounds "better," it's not necessarily higher fidelity. Boosting the treble and bass often makes music sound better, but that's certainly not more faithful to the original source material.
It's also important to test using the same musical performance. A common mistake I see is comparing microphones or preamps by recording someone playing a guitar part with one device, then switching to the other device and performing again. The same subtle details we listen for when comparing gear also change from one performance to another—for example, a bell-like attack of a guitar note or a certain sheen on a brushed cymbal. Nobody can play or sing exactly the same way twice or remain perfectly stationary. So that's not a valid way to test microphones, preamps, or anything else. Even if you could sing or play the same, a change in microphone position of even half an inch is enough to make a real difference in the frequency response the microphone captures.