Yes-- if the scent is one you would normally spray on, you'll get a truer picture of how it performs on your skin if you spray it on.
I buy empty atomizers and decant my vial samples into them. If I buy vial samples from Luckyscent, I order 2 of the same scent and put them both into a 2.5 ml plastic atomizer to test.
There is a wide assortment of atomizers of varying price points, sizes and materials (plastic/glass) at Accessories for Fragrances website. I buy the 2.5 ml and 3 ml sizes, which work out to about 49 cents each with shipping if I buy in bulk.