I'm new to it but I find it an incredibly useful strategy. It forces orthogonality on me because I have to think how a function can be tested independently of the external objects that may use it...which causes me to challenge my initial assumptions and instincts about the overall application design.
In some sense, I guess, it is always frustrating to spend more time in the design stage than working with an actual prototype...but I find the medium-to-long term benefits to far outweigh the initial investment in time. And once the tests have been written, the actual functional code is almost trivial to write.
Even without the benefits TDD has in easing the maintenance/upgrade phase of a product, I find its effects on the design/prototype stage to be worth the effort alone.