CRJ200 Check Captain comments positively on the operating crews' handling of a wing anti-ice malfunction; and suggests SOP might be changed to require ground testing under more circumstances.

Narrative

I was giving a line check to the Captain. We were climbing out through about 6;000 FT on the departure and about to enter the lowest cloud layer. The Captain (Pilot Flying) called for cowl anti-ice prior to entering the clouds. About 2 minutes later an 'Ice' annunciation was displayed subsequent to which the Captain also called for wing anti-ice. Upon applying wing anti-ice; a 'Left Wing Anti-ice' was displayed. The Captain called for the appropriate abnormal checklist. Just as this checklist was completed; a 'Wing Overheat' message was displayed. The Captain called for that checklist and as that was being completed; we broke out into clear air above several cloud layers. As this checklist was being completed; the 'Ice' annunciation extinguished; and the Captain saw no need to select 'Standby' on the wing anti-ice as directed by the checklist; as anti-ice was no longer needed. Ultimately; an air return was conducted. I would like to state at this point that the Captain and First Officer performed superbly throughout the event and the subsequent air return. Their CRM; teamwork and proaction could not have been better. Coincident to this event; (and the point of this safety report) I have noted on recent line checks that many crews are forgetting to exercise the wing anti-ice on taxi when the SAT is 5 degrees C or below. It occurred to me during the air return that if this crew for some reason had performed this check on taxi (the temperature at the time did not mandate it); this malfunction might have been detected prior to departure. After considering this myself; I have resolved that it might be wise to conduct this procedure any time the lowest cloud layer is below my initial altitude clearance in order to confirm reliable anti-ice operation prior to entering icing conditions.