I\'m using Infinitest for continuous testing when I do java development and i really miss the instant feedback when I develop in .nET
How do I do continuous testing in C
Although it does do more, CruiseControl.NET can do continous testing when it's integrated with NUnit.
I also find the continous feedback of testing and building to be really useful.
I discovered another extension for VisualStudio that is really helpful: NCrunch http://www.ncrunch.net/ What I really like about it is that it runs the tests of your code in the background while you are typing (no saving/build required), it runs only tests that are influenced by changed code and it automatically shows which lines in your code are covered by passing tests/by failing tests and which lines are not covered. And it supports NUnit, MS Test, Xunit, MbUnit, MSpec :)
I would recommend using a continuous integration server like TeamCity. It also provides a plugin for Visual Studio which allows you to build your project and run unit tests on it from within the IDE.
If you're using Visual Studio 2008 or 2010, you should take a look at the extension Continuous Testing for Visual Studio.
Note that it does not run the tests when you save, but rather on each build.