[davidbrent]

I have the most trouble with regex, and something about seeing my matches as I type made this incredibly useful for me!

[Inversechi]

The best online tool I've seen is http://www.debuggex.com/

[Spittie]

I'll add http://www.regexper.com/ to the various sites everyone posted, I find that this one output the nicer graph.

[tokenizerrr]

http://regexpal.com/ or for a paid desktop program http://www.regexbuddy.com/, which is most excellent

[rschmitty]

Regexbuddy is great. Well worth the coin I paid way back when

[mcescalante]

I've used the previously mentioned regexpal quite often. http://www.rubular.com is another one for Ruby only.

[ToastyMallows]

While people are recommending online regex tools.. http://regex101.com/