Set up an automated test using your tools of choice (because regex implementations vary from language to language and library to library) which applies the regex to a variety of both matching and non-matching inputs to verify that you get the correct results.
While RegexBuddy and the like may be helpful for initially creating the regex (or may not; I've never used them), you will still need to maintain it, just like any other code. When that time comes, it's vastly preferable to have a test script that will run through all your old test inputs (plus the new ones which created the need for the change) in a matter of seconds rather than having to sit on a website for tens of minutes, if not hours, trying to remember all your test inputs and manually re-run them to make sure you didn't break anything.