Depends. I've tried The Regex Coach actually when creating the regex builder. Yes, very good indeed. But for testing (it's like you try, and compile). i found it did not list out the option of what you can do/write, before you write the regex. (unless i missed something)

My intent is to guide someone, who's new with regex (and with incomplete list of regex option in his mind) and show him/her what you can do next. It just like telling 'you can do this, and that, and blablabla...' and u decide what you want to do. I have seen such tool for javascript and HTML, and informally IDE also do this (by displaying the toolbar). It's an attempt to do the same thing for regex.

But of course, it's still far from complete. Lots more to be done i.e. like testing the regex like (most) other tools do.