Early Testing

What do you guys think about early testing? We have been TTC #1 for 4 months now, and I've always tested early. This month I got a faint line yesterday, the day before AF was due and then today it was even darker and stronger, then I started bleeding heavily as the day progressed. This was the first time I've gotten any kind of a line on a pregnancy test, and now, I'm pretty sure I've just experienced my first chemical pregnancy. It's so crappy and it makes me not ever want to take an early test. Anyone had a similar experience with testing early? We were so excited and now we're back to square one :(