If you would like to test every functionality of your site before changing the DNS records, you can do so by configuring your local DNS to use the Sucuri Firewall IP address of your site, instead of the hosting one.
Finding your Sucuri Firewall IP
Go to your Sucuri Firewall Dashboard page, click on settings gear and select the General menu option.
Your firewall IP address is displayed on this page.
Manual Editing Hosts File
You can modify your /etc/hosts on Unix like systems or %SystemRoot%\system32\drivers\etc\hosts on Windows to bypass the DNS for your site. You will need to add a DNS modification at the top of that file telling your personal computer to go to the firewall IP address.
# /etc/hosts 127.0.0.1 localhost ::1 localhost ip6-localhost ip6-loopback 66.xx.xx.78 www.example.com example.com
This good article by Rackspace explains how to modify the hosts file file on multiple operating systems.