Of course Unit Testing is important! I'm guessing this question was asked as a means of 'stirring the pot.' Some of my best work has come out of fine-tuning stored procedures after unit testing.

I use all of my professional ability and experience to build the best procedure possible. Then, I go into unit testing with a complete lack of confidence in the product, tearing it apart - finding every possible way to break what I have done. That's where you find out what the data is really about. It allows you to anticipate problems that you never would have thought of. It builds your confidence in the product, and puts you in a better position to answer any questions that may arise after the product goes live.