So no-one wants to maintain KRegExpEditor which was a part of KDE 3 utils. So it was dropped out of KDE 4. Turns out the least hassle way for me to run a local regex tester is to:
1) install Wine
2) install Microsoft Visual C++ 2005 Redistributable Package (x86)
3) install The Regex Coach from http://weitz.de/regex-coach/#install
gnome doesn't seem to have a regex buddy either. Yes, there are a ton of web sites that will do the work - but I don't really want to work like that.
Well, it is better than cranking up the xen virtual machine I have of Windows XP Home.... Cut and paste is far easier.