Deep Neural Networks (DNN) are core components for classification and regression tasks of many software systems. Companies incur in high costs for testing DNN with datasets representative of the inputs expected in operation, as these need to be manually labelled. The challenge is to select a representative set of test inputs as small as possible to reduce the labelling cost, while sufficing to yield unbiased high-confidence estimates of the expected DNN accuracy. At the same time, testers are interested in exposing as many DNN mispredictions as possible to improve the DNN, ending up in the need for techniques pursuing a threefold aim: small dataset size, trustworthy estimates, mispredictions exposure. This study presents DeepSample, a family of DNN testing techniques for cost-effective accuracy assessment based on probabilistic sampling. We investigate whether, to what extent, and under which conditions probabilistic sampling can help to tackle the outlined challenge. We implement five new sampling-based testing techniques, and perform a comprehensive comparison of such techniques and of three further state-of-the-art techniques for both DNN classification and regression tasks. Results serve as guidance for best use of sampling-based testing for faithful and high-confidence estimates of DNN accuracy in operation at low cost.