Yes, it's more difficult to get users to react to static screenshots or even sketches than a developed website.
However, you can learn a lot about the way users process the information architecture and the categories you've chosen as website's understructure before you put costly development dollars into play.
While, you save more development time and dollars by testing early, that doesn't mean you shouldn't test near the end of the process, too.
Why?
a) Websites tend to mutate/evolve/shift focus during the development process.
b) Users will see problems in a fully-fleshed out website that developers don't even think to ask them about in the conceptual stages.
Tip 3