How can you test CloudFlare without changing your domain's name server?
I would not want to change my domain's name server and wait hours for propagation only to find out there is a issue with the DNS settings.
Can you spoof a nameserver or something on a local hosts file?
Yes, you should be able to test before you change your name servers. Here's what to do:
[name].ns.cloudflare.com
.dig @[name].ns.cloudflare.com yourdomain.example
While this will work for a while, after 24 hours CloudFlare's system may detect that your name servers haven't updated and, in some cases, may return an error. However, this technique should allow you basic testing before you update your name servers.