It's very difficult to recreate mars on earth sufficiently (without bonkers expense) to thoroughly test at full scale, but there are some interesting ways you can get close.

For example, the parachutes that will be used on Mars deploy at a certain dynamic pressure, ambient pressure, mach number and mass ratio (the ratio of the payload mass to the mass of the air entrained by the parachute). All of these factors quite significantly affect the magnitude and the shape of force vs time profile of the parachute as it opens.

You care about this because the maximum force that a parachute generates is when it opens, higher than the equilibrium force it would generate under the same conditions, so that's the number you need to do the stress calculations on the entire landing system (and every gram is costing the tax payer a lot, so you can't really afford to just over engineer it to save some analysis).

You also care about this because at one ambient pressure a parachute might oscillate and corkscrew, at another ambient pressure it might form a stable glide (this has a lot to do with where the centre of gravity is of the payload and the air entrained by the payload). If you have a computer vision system calculating landing sites on your lander, you really don't a wobbly 'chute.

So, deploying in a wind tunnel isn't much use as that's at sea level pressure. You also can't really have more than a single-digit percent blockage of a wind tunnel by the test article (in cross sectional terms) otherwise the results are off because the air velocity round the parachute has to increase to maintain the mass flow through a smaller area. Big windtunnels are rare and expensive, big ones that'll do transonic and supersonic basically don't exist, big wind tunnels that will do transonic and supersonic at low pressures (Mars's atmosphere being about 1% the density of Earth's) just don't exist.

But we can do useful things on earth. Our atmosphere density decreases as you get higher to almost nothing. So at some point between sea level and space we can find at altitude that has the right ambient pressure. You can get a model of your lander, tow it above that altitude, to an altitude that you have calculated so that when you release it it will reach (in free-fall) the right mach number at the pressure-matched altitude.

This is done at full scale but it's still very expensive, requiring huge helium balloons over big ranges.

I was involved in a project which did exactly this, but on the cheap at sub-scale, when I was a student. If you're interested you can read the paper here: http://www.cusf.co.uk/CUSF_AIAA_2011.pdf

Of course, that's just the parachute!

As for the sky crane, there is no way to frame it that doesn't make it look extremely ambitious, it is. However, recall that the Mars Phoenix lander of 2008 used steered retrorockets to land successfully: http://en.wikipedia.org/wiki/Phoenix_(spacecraft)

Recall secondly that the Spirit and Opportunity landers used a deploying tether to lower the airbag system away from the retrorockets. Step 8 on this page: http://marsrover.nasa.gov/mission/tl_entry1.html

So, you can argue that the bits have been tested before on Mars, but of course putting them all together into a single system is a challenge in itself.

It will be fascinating to watch, a magnificent achievement if it works, admirably bold either way.