The first vaccine was developed by Edward Jenner in an abhorrently crude fashion. Jenner noticed that milkmaids were not readily susceptible to smallpox infections, which had been ravaging the populace. He theorized that they had somehow gained immuniity through regularly exposure to cowpox lesions. In a bold move, Jenner inoculated an eight-year-old boy with scrapings from cowpox lesions, thus proving his theory.
Such an experiment would never be allowed nowadays, due to medical ethics. To Jenner's credit though, it worked, and this paved the way toward stamping out smallpox across the world.
Nowadays, more sophisticated techniques are available for vaccine development. In an earlier write-up, we discussed the ELISPOT technique in brief. Suffice to say that this methodology allows the monitoring of immunological responses to antigen invasion at the cellular level. This eliminates the need for crude experiments with human subjects under coarse conditions.