I'd have to agree. However, due to politics or financial considerations, there may not be another palatable option, e.g. PHBs may insist that you do it in a production environment to get a 'real feel' for what it's like, and/or you may not have money or authorization to have a test machine.

That said, if management and users are OK with you doing this, and you don't have a test server, it may be a matter of the lesser of two (or more) evils. But again, I'd say try and do this in an isolated test environment first, if at all possible - you can create test accounts and log them in, and test your code to make sure the users don't get disconnected.