Android - Easiest way for testing the internal GPS
If by internal GPS you mean the postion fix using GPS satellites, you can use "GPS Status & Toolbox" app to get a fix and also know how long it took to get the fix.
I'd say fire up Google Maps and see if you are where it says you are.
Depending on the model, you can get into the GpsSetup2 with the code
*#*#1472365#*#* (works at least with Android 2.1 on a samsung galaxy 5 device), and inside it you go to:
Commands -> Get position -> Start GPS
where the device will try to connect to the satellites nearby, and will tell your position.
First time I did it, it took more than six minutes to get it done.