wnoise comments on Coding Rationally - Test Driven Development - Less Wrong
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Ye hairy gods, do NOT attempt to rewire yourself out of this. :-)
I don't know of any programmers who are able to productively hold very large chunks of implementation in their head at once. Writing in small pieces with frequent result checking is nearly always a good idea even if your result checking isn't regressive or automated. You should be happy you started out with this habit instead of having to force yourself into it.
The habit is very good. The necessity of it is bad. Larger working memory is incredibly useful for a programmer.