Oh yah, I know about leak checking. Take a staple from a staple gun bend it around a pair of needle nose, hook it into pins 14 and 15 on the main power cable, flip the switch and run
I know some people that actually build the loop outside of their cases (like I think you are suggesting) and leak test, install it and leak test again. I am not patient enough for that, so will leak test post install but keep power off the components. (Minus PSU that will be not plugged into anything of course)
I have run WC before (epic fail, not from leaking, just performance wise, leak testing did find a leak and I fixed it) and have researched my ass sometime after core 2 quad, as I thought I would need it for summertime.
TBH If I had not come back to intel, I still would not be WCing. These things are just freaking watt pigs though.