In general, I've drunk all the test-first kool-aid there is. My development is a constant cycle of write test, run test, write code, run test. Repeat until I think I'm done.
I really like code coverage tools, as they let you know if you're as done as you think you are. Are you testing that else clause or that exception case? Good stuff.
So why can't Eclipse show me which lines were covered by my *last* test run? I think that would be pretty useful, and it seems like the pieces are there to make it happen.