I'm a bit of a scientist type, so it bothers me to dose a tank without measuring and knowing how much of something I'm starting with. Do people measure their tanks for Ca, Mg, Fe, etc.? If so, are there test kits out there?
Yes there are, some may be debatably worthwhile. Some are pretty questionable. Bear in mind, these are "hobby" test kits, not lab grade. You can improve accuracy by creating known solutions and comparing.
If not, how do you know what and when to dose?
Most people get in the hobby to grow plants. Testing gets pretty redundant quick after you realize how big the targets you are aiming for are. If you are adding ferts, you probably have enough. IMO, It would really take a special level of ineptitude to actually have too much. Of course some would argue with me that the tolerances are finer then I believe.
Moral of the story, testing isn't that important, but if it makes you happy. Go for it.