If you're not writing tests first you're missing out

I already tried writing unit tests first (TDD); it was a waste of time in my case.

TDD doesn't help you at all in terms of designing the right architecture. It encourages you to write lots of small classes and it discourages you from changing them later as your understanding of requirements becomes deeper - This leads to suboptimal architecture.

I much prefer integration tests to test my code during development. They don't have to be slow if you design them properly.

Well it's not easy writing tests first when working on a legacy system.

In my instance, we've created integration tests. And business tests to make sure our business rules work as it should be.