Awhile back a co-worker introduced me to The Regex Coach, and I've used it regularly ever since. Paste in a snippet of text, type a regex pattern, and it highlights matches in the text as you type. Super easy way to (re)learn or explore regex.
It's targeted at Perl-style regex, which for me has proved completely compatible with Python's re module. If you like it, don't forget to donate.
A bonus tip for the regex-challenged like myself...
If you memorize only one thing: (.*)