As if I needed any more convincing, I ran into another situation where TDD saved me from a lot of pain.
On my current project, we have a lot of client-side Ajax-y goodness. The feature that I was working on was dragging something from one part of the page and dropping it on another part of the page. I was using jQuery UI’s Draggables and Droppables to do this. I got most of the way done, and then realized that jQuery UI draggable/droppable support does not work completely in IE because of some IE bugs that they apparently have not worked around yet. (A newer version of the jQuery UI has come out since I wrote this so it’s probably fixed now.)