The only trick I always try to use is: Always include an example usage in a comment near the top. This is also useful for testing your SP. I like to include the most common examples - then you don't even need SQL Prompt or a separate .sql file with your favorite invocation, since it's stored right there in the server (this is expecially useful if you have stored procs that look at sp_who output for blocks or whatever and take a bunch of parameters).
Something like:
/*
Usage:
EXEC usp_ThisProc @Param1 = 1, @Param2 = 2
*/
Then to test or run the SP, you simply highlight that section in your script and execute.