On later models that don't have the smaller connector (relay in the fuse box rather than in the radiator housing), you should be able to test both fan speeds using the larger connector.
There is a 0.3 ohm 100W resistor attached to the radiator that provides the slow speed, this often fails. If you find this is the case, one option I read was to connect a new resistor to the low speed wire from the ecu, with the other side connected to the high speed wire. This just bypasses the radiator's internal resistor and you don't have to take the radiator apart.
Next I tested all relays and fuse under the bonnet and in the passenger foot-well. The F5 5A fuse in both had blown, so I replaced them. Tried to turn the power steering fan and noticed it had seized (the power steering fan and radiator fan use the same fuse).
I removed the power steering fan, cleaned it up and it tested ok so re-installed it. Now it's all running sweet again. The coolant rarely goes over 90 degrees.
If you're having overheating issues like me there are a number of possible faults. My recommendation is to check your radiator cap is making a good seal and is not damaged or distorted. Also replace your thermostat. Both are cheap and reasonably easy to replace.
My 2002 is unfortunately not OBD2 compliant however the in-built test mode is just as good for monitoring coolant temps! With the key turned off, hold the odometer button and turn the key to the first click. Press the odometer button about 4 times until it says 19. Press it again when it says L_OFF then press until it says 7. You can start the car and it will report the coolant temp until it's turned off. For reference, my car seems to stay between 86-90 degrees.