Shameless plug, since you asked for it: Let's Code Test-Driven JavaScript is an extensive and in-depth screencast series about doing TDD in practice. I promise you've never seen a TDD screencast that goes this deep.

http://www.letscodejavascript.com/

And if Java and Swing are more your thing, Let's Play TDD is its less-polished progenitor. http://www.jamesshore.com/Blog/Lets-Play/

You're right, by the way. It's much harder to do TDD for real than it is to do all those toy problems that involve maybe one class, some calculations, and nothing else. That's why I created the screencasts.