Testing of deep learning models is challenging due to the excessive number and complexity of the computations involved. As a result, test data selection is performed manually and in an ad hoc way. This raises the question of how we can automatically select candidate data to test deep learning models. Recent research has focused on defining metrics to measure the thoroughness of a test suite and to rely on such metrics to guide the generation of new tests. However, the problem of selecting/prioritising test inputs (e.g., to be labelled manually by humans) remains open. In this article, we perform an in-depth empirical comparison of a set of test selection metrics based on the notion of model uncertainty (model confidence on specific inputs). Intuitively, the more uncertain we are about a candidate sample, the more likely it is that this sample triggers a misclassification. Similarly, we hypothesise that the samples for which we are the most uncertain are the most informative and should be used in priority to improve the model by retraining. We evaluate these metrics on five models and three widely used image classification problems involving real and artificial (adversarial) data produced by five generation algorithms. We show that uncertainty-based metrics have a strong ability to identify misclassified inputs, being three times stronger than surprise adequacy and outperforming coverage-related metrics. We also show that these metrics lead to faster improvement in classification accuracy during retraining: up to two times faster than random selection and other state-of-the-art metrics on all models we considered.