(This is more of a comment agreeing with duffymo's answer than an answer of its own.)
duffymo answers:
The TDD folks just take it one step further by demanding that you write the test FIRST before you write the class. It fails, of course, because you haven't written the class. It's their way of guaranteeing that you write test classes.
I think it's actually to force coders to think about what their code is doing. Having to think about a test makes one consider what the code is supposed to do: what the pre-conditions and post-conditions are, which functions are primitive and which are composed of primitive functions, what the minimal necessary public interface is, and what's an implementation detail.
These are all things I routinely think about, so like you, "test first" doesn't add a whole lot, for me. And frankly (I know this is heresy in some circles) I like to "anchor" the core ideas of a class by sketching out the public interface first; that way I can look at it, mentally use it, and see if it's as clean as I thought it was. (A class or a library should be easy and intuitive for client programmers to use.)
In other words, I do what TDD tries to ensure happens by writing tests first, but like duffymo, I get there a different way.
And the real point of "test first" is get a coder to pause and think like a designer. It's silly to make a fetish of how the programmer enters that state; for those who don't do it naturally, "test first" serves as a ritual to get them there. For those who do, "test first" doesn't add much -- and an can get in the way of the programmer's habitual way of getting into that state.
Again, we want to look at results, not rituals. If a junior guy needs a ritual, a "stations of the cross" or a rosary* to "get in the groove", "test first" serves that purpose. If someone has their own way too get there, that's great too.
Note that I'm not saying that code shouldn't be tested. It should. It gives us a safety net, which in turn allows us to concentrate our attention on writing good code, even audacious code, because we know the net is there to catch errors.
All I am saying is that fetishistic insistence on "test first" confuses the method (one of many) with the goal, making the programmer think about what he's coding.
* To be ecumenical, I'll note that both Catholics and Muslims use rosaries. And again, it's a mechanical, muscle-memory way to put oneself into a certain frame of mind. It's a fetish (in the original sense of a magic object, not the "sexual fetish" meaning) or good-luck charm. So is saying "Om mani padme hum", or sitting zazen, or stroking a "lucky" rabbit's foot, (Not so lucky for the rabbit.) The philosopher Jerry Fodor, when thinking about hard problems, has a similar ritual: he repeats to himself, "C'mon, Jerry, you can do it!" (I tried that too, but since my name is not Jerry, it didn't work for me. ;) )