Exploratory programming is a way of getting to that point, fast. You can bring out the tests when you've got a project (or piece of a project) that you're pretty sure you'll be using for a while.

There are two problems with this idea. First, I've found TDD to be extraordinarily effective at helping break down a problem that I have no idea how to solve. That is, if I don't even know what to sketch, I sometimes start with the tests. (Test-Driven Development By Example has some good examples of when/why you'd do that.)

Second: we can be really bad at guessing whether or not something will get thrown away. Rarely does version 0 really get thrown away, and so by the time you've built up a bunch of code, the odds that you'll go back and write the tests are negligible.