If you have read other pages on this site, you know how much I love RegexBuddy. Whether I'm crafting a regex for Apache, php, python, Indesign or any of the other twenty contexts in which I use regular expressions, my first move is to fire up RegexBuddy and to develop and test in the Test tab.
It's not just a demo, but a fully-functional version.
This is the software that understands regex syntax in a myriad of flavors—such as Java, C#, PHP, Python, Ruby and many more—and that can even translate between them.
RegexBuddy 4: The Review