The sub will 'over travel' and bottom out (either the coil smacking the backplate, making a 'bang bang bang' noise, or ripping the suspension, dependiong on the speaker's design) or it will overheat to the point that it will stink, and then fail due to melting the voice coil. Basically I generally tell people to just listen and pay close attention to the speaker(s) when they are initially hooked up. If there's a serious problem, most people who pay attention, even novices, will realize it.
You could also simply use the DMM method of setting the gains to insure you have them set artificially low, thus limiting output of the amplifier. This is not a fool-proof method, but it will get you in the ballpark.
Cheers.