About a year and a half ago, I decided to dive head-first into test-driven development. This was quite a big change for me since, up until then, I had barely written any tests for my code. I'm by no means a testing guru now a little over a year into TDD-ing and I'm still just moulding my opinions on what makes tests effective and maintainable.
Let my unit-tests become my compiler. Coming from a Java background, the thought of not being able to compile my code always scared me away from using dynamically typed languages for anything too serious. Maintaining 100% code coverage (or as close to it as possible) can act as my compiler and is actually much more significant than just knowing my code compiles.
Let my tests become my documentation. Comments can get stale. Tests, in conjunction with well named and small functions, can serve as a much better method for me to document my code.
Do not test privates. Private methods are implementation specific. If my private method is too complex, it may be a sign that I need to rip out the logic into a dedicated class with one or more public methods that I can test.
Refactoring is essential to writing clean code. If I think of my code an essay, non-refactored code is a rough draft. Writing clean code rarely (if ever) happens after the first run. My understanding of the library/application I'm writing changes tremendously after putting all the pieces together. Looking back at the rough draft, I'll often find areas screaming to be refactored that wasn't as apparent at the start. That's only natural. In fact, refactoring is a multiple step process. After refracting, more improvements will become apparent and I just rinse and repeat.
Tests are essential for refactoring. Without tests, refactoring is a tedious process. What seems like a simple refactor can have unintended side effects. Even more so when the refactoring is a bit more involved. I want to have those tests in place so that I can be confident that, after refactoring, my class still fulfills its contract.
Tests will shape my code. I prefer to write tests first because the tests will ultimate shape the way I write my code. If I write tests after my feature is complete, it will most likely require me to refactor my code in order to be tested and without tests, what assurance do I have that I didn't break any existing functionality? During the "proof-of-concept" phase I tend not to test-drive, but as soon as I've a clear answer that my concept will work, it start working towards that 100% test coverage.
Work through the pain. Make no mistake, testing is not easy in the beginning. But the goal is that testing will become more natural and easier as I do more of it.