I like Dan’s idea of local testing every time you build but I'm really lazy… I don’t want to make the effort install NUnit and getting tripped up with the #if statements. Some people have suggested a file watcher on the test dlls and then run mstest when they change.
As luck would have it, I came across Gallio. This is like NUnitGUI but work with other test frameworks (including MSTest). It didn’t however auto run the tests when the get recompiled :( So based on you don’t ask you don’t get (http://groups.google.com/group/gallio-dev/browse_thread/thread/bd0be2deef146c98) the team added this in.
Rich has download the latest version and is using while developing to make sure no tests fail. I’m sure there are more feature including VS integration. See http://www.gallio.org/
(iMeta ppl; a version can be found in MIS)
Thanks again to Jeff Brown and Graham Hay.