We are moving towards using mock frameworks - they mock resources like databases, configuration files etc. Using these frameworks is a practical way to run your unit tests effectively.
One of the frameworks that we are working on is Rhino Mocks. You can read about it in the link below. It also has a good introduction of why you need such frameworks.
http://weblogs.asp.net/stephenwalther/archive/2008/03/22/tdd-introduction-to-rhino-mocks.aspx
