While impractical at HF, it is possible for advanced hams to measure antenna gain at VHF and microwaves.

• Antenna Gain Measurement -- Part 1
  QST November 1982, pp. 35-37
  Technique -- the fine points of making accurate gain measurments withut access to a professional antenna range.
• Antenna Gain Measurement -- Part 2
  QST December 1982, pp. 27-31
  Instrumentation -- simple, easily constructed instruments permit a precise determination of antenna gain.

Tom KJ9P has generously provided this free chart for plotting antenna gain.  It uses the ARRL Antenna Book gain scale.