Generally speaking I only ever buy the 'retail,' version of a scent once. Then I simply replace it with a tester and use my old cap. I also keep caps. Some 'lines,' and series all use the same cap, so you can buy testers as long as you have one spare. Just use vodka, everclear, denatured alchohol or window cleaner to wash it first.
Also many scents have an integrated 'cap,' or no cap due to the bottle design. A tester bottle of Bvlgari Black, Very Irresistable (for men) or Encre Noir is no different save that it could have a sticker on it, and will come in a plain white box or unboxed. The sticker can be removed by rubbing it with a cloth gently sprayed with WD40 or RP7. Also, the aforementioned products are worth owning because they're the best thing for polishing frosted glass bottles, though you could also use baby oil.
Some testers do come with caps. Into the Blue is one example.
I buy a lot of designer fragrances, and buying testers / 30ml bottles has probably saved me thousands of dollars.
That said some tester bottles are distinctly different. The tester for Lalique Amethyst is quite ugly, whereas the real deal is typically Lalique and quite lovely. As always do your homework. Think it over. Sometimes a smaller retail bottle is cheaper than a tester: a 30ml bottle of Obsession costs me $20, while a larger tester costs 30-something, but I find it so potent and rotate so many fragrances that a larger bottle is not needed. Hell, in many cases even a 7.5 or 10ml mini can last me a full season.
If you love a bottle, and consider it worthy of display don't get the tester. If not, it may be better. I think the Azzaro Pour Homme bottle is quite ugly, so I'd always buy a tester instead.