This may be old news, but it's news to me...
First off, anyone developing any regular expressions needs to be using The Regulator. It is by far the easiest, most feature rich regular expression development tools available.
And now we don't even have leave our development environment, when using Visual Studio 2005. Roy and his team have release the "Team Agile Regex Kit" for VS2005. This handy-dandy plugin is a debugger-visualizer for Visual Studio 2005 that allows you to see, at run time, the actual results from your regular expressions.
If you are a developer, writing regular expressions for Visual Studio 2005 applications, you need to
Go Download The Regex Kit Now!