I added another tool to my Toolbox yesterday: SketchPath.
The SketchPath site labels it as "The XPath Tool" but I'd say it more like "The XPath Tool."
I've seen a few other tools for quickly building and testing XPath expressions against an XML document, but they pale in comparison to SketchPath. There are a number of online tools that unquestionably require less effort to get started with, but you'll likely find them very limiting as well.
I know I'm not the only one who thinks SketchPath rocks. Scott Hanselman included it in his 2009 Ultimate Developer and Power Users Tool List for Windows.
If you do any significant amount of work with XML, I recommend you download SketchPath today.