According to their web site O'Reilly's has free electrical testing. As do most of the major chains. Just to be sure, you might want to ask, next time you're in the store.
As for new parts being bad. That's always a possibility. In the past I've had 1 wire in a set of 8 plug wires be bad. Rotors, distributor caps, you name it.
If it's electrical, don't assume it's good just because it's new. For that matter that goes for any new part.