Yes I did a 4 day shakedown before my first long tour, and a a little pre-shakedown riding too.

I wish I had paid attention to what I learned on my shakedown, which was that Bob and I didn't agree with one another. Could have saved myself a lot of pain if I had only followed my gut feel about that.

I had done quite a bit of car camping and some backpacking before, and I was with an experienced bike tourist who helped me pack, so I probably didn't learn as much as I would have if someone hadn't already taught me a whole bunch. I think it was worth it though- we did tune the packing list a bit, and ended up pretty satisfied with the choices we made. Plus it was a nice mini-vacation.