This is really nice, but I've always enjoyed RegexPal [1]. It's got a nice clean simple UI, displays results immediately and allows me to prototype regular expressions very quickly. Use it almost every time I wrote a regex.
The problem is, regex flavors differ, and RegexPal uses JavaScript - whose regex flavor is really limited compared to most others (including Python). You should always try to find a tool that uses the regex flavor you are targeting.
Perhaps related -- some genius has registered http://strftime.org and lists out python strftime formatting directives. Very handy as a quick reference.
http://hg.python.org/cpython/log/979eb1bbf6e6/Tools/scripts/...