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.
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.