If you need your independent variable to have an interactive, non-linear effect on the variance, then the use of a white test is preferred to check for heteroscedasticity. However, the white test, being an asymptotic test, is preferred in the case of large samples only. The heteroscedasticity process can be a function of one or more of your independent variables using the White test. It's comparable to the Breusch-Pagan test, the only difference being that the White test allows for a nonlinear and interactive influence of the independent variable on the error variance.