If you'd like the flexibility to create and preview a brand new website separate from your current site, the best option is to add an additional site to your nation. A nation can include any number of websites - while the first site is included in your nation, each additional site costs $9 / month.

In the second site, under Site settings, you can uncheck the box next to "Allow search engines" to make sure it isn't indexed during development and for additional security, you can make the entire site only viewable to people who are logged in, members, control panel users, or admins. 

When you are ready, you can go back and check the box next to "Allow search engines" in site settings and then make this second site your primary website from Settings > Defaults > Basics. (The primary website is found at slug.nationbuilder.com and secondary sites are found at sitename-slug.nationbuilder.com) You can also switch which site a custom domain is attached to.