Engine dyno

What are all of your thoughts on engine dyno's. Do you think it is a good idea to break in a engine on a dyno and see the numbers it will pull? I am about done rebuilding my engine and I am very curious to know what it produces. I don't know what to think about doing this. The obvious benefits is that I will know what it produces as far as torque and horsepower, and I will be able to tune it at the same time(jets and timing). But I am also curious about damages that will result from not breaking the engine in gradually before running it hard. Any thoughts? Also I live close to St. Louis but I am unable to find a engine dyno. I looked on the internet and in the phone book, don't really know where to start to look. Any help on locating the closest one to me would be appreciative, that is if you recommend I do this.