In the ruby world, TDD is facilitated by tools built into the framework. Factory Girl, Mocha, rSpec and others allow developers to create easily and dynamically tests that address the test cases needed.
I've been frustrated as well by the lack to TDD tools in Drupal. My biggest issue with them is the amount of time it takes to run a single test. Development cycles can't be slowed down by individual tests taking 60-90 seconds each iteration. Full test suites would run into the multiple hour timeframe, if you bother to write the tests at all.
I suspect it has to do with copying a full db everytime a test is run, but that's not likely to change in the near future from what I can tell, especially if you need to use DrupalWebTestCase to do so.
I'm hacking together a solution using Phactory and phpunit, which bootstraps Drupal manually. Obviously running into some issues and haven't finished it, but it's getting there.
Fortunately most of my work is at the backend layer, so I can stay at the DRUPAL_BOOTSTRAP_DATABASE level. But I'm running in to more situations where I'll need the full stack.
In the end, TDD in Drupal is not well supported, so you can write your own to make it work outside of the drupal test framework, or endure the poor performance.
-- UPDATE --
I have successfully setup a full Drupal integration with Phactory, and am now running my tests via phpunit instead of the Drupal Web Test Case. So it's possible.
I'll hopefully get to a point where I can release it and it can get incorporated into the Phactory doc.
-- UPDATE 2 --
Doc on how I setup Phactory is at https://github.com/trimbletodd/phactory.