Hey again James,
Just came across this blog post
The app is here
It actually matches as you are typing your regular expression which seems perfect for someone learning regEx (or just needing to test something out before running it over and over again on the server).
Most of the regular expressions I'm starting with Eclipse itself. If you do a "Find" (and check the regular expressions checkbox), then press ctrl-spacebar it will bring up all possibilities for regular expressions. I actually had a bit of difficulty understanding what the $1 $2 $3, etc. was for and how to determine what is was replacing when I looked at the CF livedocs, but the hint box in Eclipse was very straightforward, and I got it right away. If there's something else I need though this site was great http://www.regular-expressions.info/ I haven't used it in a while, but it has quite a few useful items.