Gathering real information on your users is paramount to understanding where your opportunities lie as well as proving any hypothesise you have about your product or new feature.
User testing comes in many flavours and there is always something that can be tested, most of the time involving little effort, but the insights are always rewarding.
For larger projects with more time and scope it can be better to take the time to create a full research and testing schedule with roadmap. Being able to take the time to start with In Depth Interviews (IDI's), early concept and prototype guerilla testing, and if you have the facilities full lab tests.