To test the head gasket, you can pick up a compression tester at your local auto parts store & check the compression on each cylender. That would be the first indicator but only if it's a major leak. You're better off taking it to a garage to get them to do it and to perform a bleed down test at the same time (not sure if the guage you pick up at auto parts will be adequate for that).

I'm still leaning towards the thermostat. It's not unheard of to get a bad one out of the box. If you do go that route, make sure they bleed the system like Ascinder mentioned. Does anyone know the procedure for that on our VX? Even though it's not easy on our beloved VXs, it is something you can do at home. That should save you a few $$$.

There is no test for the thermostat without removing it. Same for water pump. Radiator can be flushed & pressure tested.

I feel for you zadam. I replaced the thermostat twice on the Eclipse, the water pump & timing belt, 2 temp sensors ... all were fine. It appears that it's just a relay that's causing my problem. That's not your problem though since your fan is coming on (mine's not).