Examples are a good idea, especially when your class has a complex API. But examples are only a part of a documentation. Don't create examples instead of a documentation. You should store the documentation and the examples in a sub directory 'docs' of the package directory.
Test scripts are recommended when your class has to be compiled, requires special extentions/programs or needs correctly installed additional files (i.e. templates, graphics). Store them in sub directory called 'tests'.