When testing I prefer my test coupons made from the same piece of mystery metal forged or ground to a uniform size. I start with the least aggressive quench, Air, then the second least aggressive, Oil and finally the more aggressive, Water. If it doesn't harden in water but it's past use indicated it was hardened I might quench in a brine solution such as Super Quench. 

My order of quenchants when testing is least aggressive to most aggressive with tests at each step.

Frosty The Lucky.

I follow that simplistic way as well. If I make a shop tool, I most often use scrap and keep it simple. If I'm selling the tool, I most often use a named steel and follow the specs. 

Definitely Air, Oil, Water/Brine; otherwise, as mentioned, it may shatter in water not leaving anything to test in oil!

In general, I just do Oil and Brine tests as the alloys I generally use are not air hardening save under special circumstances----thin knife edges for example.

There's also a plate quench to use in between air and oil in some cases.

There are also some highly toxic quenches once used; but I won't go into details.  "Disposable Apprentice" methods using toxic chemicals are not suitable to post on open forums!