Here's a another one that I thought of that I like to do.
If you plan to run tests from the unit test Gui as opposed to from TestDriven.Net or NAnt then I've found it easier to set the unit testing project type to console application rather than library. This allows you to run tests manually and step through them in debug mode (which the aforementioned TestDriven.Net can actually do for you).
Also, I always like to have a Playground project open for testing bits of code and ideas I'm unfamiliar with. This should not be checked into source control. Even better, it should be in a separate source control repository on the developer's machine only.
