Personally, I don't do much refactoring. If I'm exploring a new idea, I write tests after I've experimented a bit and have a good idea of what I'm going to build - and then write mostly integration tests with very few mocks (usually only calls to external services). I don't refactor until I come back to add features, and yes, the tests help immensly.
How much experimenting do you do? You could take that as far as writing it once without tests (experimenting). Then write test for what you created. Then start over and keep the tests.
Red->Green->Keep Moving