There's a great feedback loop from seeing your code run in situ. Even if you're religious about writing tests, the green bar doesn't match up to pressing a “Submit” button. I think it's one of the reasons that interactive languages like Python have such a devoted following. And a big part of this feeling is the thought that “I could demo this to someone who doesn't know how to code.” Or, as you get closer to the end of the project, “I could ship this.”
This feedback loop works even if you're a one-person team, which is why I started my wishlist project with the file
demo.jsp. At first this page held a hard-coded form, which allowed me to invoke the skeleton of a servlet class. From there to documentation: writing up my thoughts on the service API. And then implementing those thoughts, in data transfer objects, JSP taglibs, and more servlet code. It's a circular process: update the JSP, update the servlet, update the docs. Of course, there are tests supporting all the servlet changes, but that web page stays on the screen, ready to submit whatever form data I need.
My development tools help with this process. Eclipse is my primary IDE: I like its editor, debugger, and refactoring tools. But I don't like its support for web applications (to be fair, the last time I tried it out was four years ago; things may have gotten better). For the web-app side, I use NetBeans 5.5, which comes bundled with a Tomcat server (6.5 gives pretty much the same environment but uses an external server; there's a level of comfort from using tools released together). I can build and deploy in a few seconds, then switch right back to either editor to make changes.
For production packaging, of course, I'll need to move to a Maven build. NetBeans is a nice rapid prototyping tool, but I don't like the way that it forces you to use its own Ant scripts. But that's a ways down the road, and Subversion should help me keep my sanity as I break the pieces into three separate build projects. For now, my prototyping environment is rapid enough that I don't feel the need for an interactive language.