I found this little free application to edit regex. You can
enter the string to be worked on and and see what affect the
changes you make to the regex has on the string as you make them.
It's free and you can get it here:
http://www.waterproof.fr/products/RegExpEditor/
Neat little program. I always just went to http://www.regextester.com/ for testing out regex. Having a program for this sounds a bit more convenient for those rare times where I do not have an internet for my computer.
My personal favourite application for regex is RegexBuddy. It's not without it's flaws (it's not actually built on PCRE, iirc). However, it gives a verbose description of any token sequence, and a nice clicky generator for those who don't fair well at remembering them when you need to create a pattern.
I'm not sure if it's good enough to pay for (my workplace has a license), but it may be worth investigating if you're having problems with regex.
Nifty screenshot showing the token description trees and whatnot: http://www.regexbuddy.com/screen.html
I haven't used it extensively myself, but several of my colleagues rave about Kodos, which shows you matching in real-time. It's open source, which is nice. It's a little Python-centric, but if memory serves Python's regular expression syntax is based on PCRE so that should be ok.