You should really have tests for any code that you intend to run on more than 1 occasion.

If you intend to run it once then throw it away, tests may not be useful, though if the domain is complex, I might well write the tests anyway to help me with my design and implementation.

Otherwise, even if the only thing the tests do is confirm that your assumptions are still correct, they are valuable. And any code that lasts more than a single session will need modifications, at which point the tests will pay for themselves 10 times over.