Test and optimize
One of the online medium's most overlooked capabilities is testing strategies and display ad concepts in the most natural environment possible -- a real ad in an actual media placement.
I've talked to numerous researchers and statisticians and have never found anyone who has said this wasn't a legit test, assuming you apply standard controls for messaging and media variables.
You can test messages across strategic directions or creative tactics. And don't rely on production techniques or gimmicks. You're looking for foundational insights that will drive creative development across a range of media. So if what you've developed is specific to online production, you'll skew the results.
Use a single format -- ideally a rectangular format, like the 300x250s, because they have a more universal shape that won't demonstrate a bias toward a specific message type. The results will almost always be relevant and insightful.
It doesn't take a large ad budget to make this process pay off, either. A test can be done for a small percentage of most campaign budgets, and the increased performance across the entire campaign should more than compensate for the testing round.