DSimon comments on Coding Rationally - Test Driven Development - Less Wrong
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The advantage I've had with TDD over regular testing is that I find myself going down fewer dead-ends, and so being more confident that whatever I'm writing at the moment is actually helpful.
At any given time I'm supposed to only be thinking about the latest test, so I'm much more likely to be in near mode laying down one brick at a time in just the right spot than in far mode mentally sketching out the whole castle.