Always leave a failing test at the end of the day or when you have to run off to a meeting. This tip has saved me a good bit of time on more than one occasion. The advantage is you can jump back into your flow a lot faster. Simply run all your tests and jump to the failing one to remind yourself what you were working on. This is even more helpful if you get sucked away for days at a time before returning to some code. Even a test that fails to compile is OK, same idea.
Credit for this tip goes to a presentation from J.B. Rainsberger if my memory serves right.