I've just discovered retest by Christof Hoeke which is a developers tool for testing and experimenting with regular expressions. It doesn't have a GUI so it uses SimpleHTTPServer to serve a web interface on http://localhost:8087 that uses AJAX to make the interface snappier. You use this if you feel uncertain how to write your regular expression syntax and need a helpful sandbox for playing in.
This is cool because as an application it's very modern. The source code is only 100 lines python code, some javascript code for the AJAX and a relatively simple HTML page. A genuine GUI app would be considerably much more code but would admittedly run faster. However, considering how "basic" this application is, speed is not an issue.
Personally I'm not big fan of these kind of programs for creating regular expressions (which is not Christof's fault). I still prefer to use the good old python interpreter, but if I'd ever need to work with a lot of regular expression in one day I could very well reconsider using a dedicate app like this.
Totally free app like Retest but its got its own interface and is used for constructing and experimenting with regular expressions.
You can get it here: http://www.weitz.de/regex-coach/
http://blog.straw-dogs.co.uk