Setting up staging is super useful - especially when interacting with clients through an Agile/iterative development cycle. Staging environments are a perfect way to show a client or someone else the results of your labor, receive feedback, and not push buggy code. Much better than showing a mockup or video with new features. Here's a quick bit on Staging strategies (beta, pre-stage, QA)
If you want to test a new feature and need a stage server, but don't want to deploy something, you can use http://teatro.io, which enable you to run stage servers easily.