One thing you could do is create a hand-full of test leads, say 10 to 20 of them. Add them to a list called "Test", then, when trying out new campaigns make sure you have a filter of "Member of List Test". That way, whatever happens, will only impact the test set of leads.
In support we will do this all the time when troubleshooting campaigns. Add ourselves as a lead, set a filter of "Email address is (my email address)" and run through the campaign.