Sending spam/fake email to myself to check if my sendmail is working properly is not illegal, is it? But yes, that is just one method to send a fake email, but you should know that most major email providers do not allow this kind of mail relaying, and even if they do, they will put in "Unknown" in the From: field and automatically redirect it to the Spam Folder.
BTW, any legit spammer must be totally mad if he's gonna use the manual method.