<p>So I'm interested in hearing different thoughts about what is the best way to go about unit testing XNA Game/Applications.  Astute googlers can probably figure out why I'm asking, but I didn't want to bias the topic :-)</p>

I would that this question is geared more toward the approach of
unit testing in game development
.  I mean, XNA is a framework.  Plug in
NUnit
, and begin writing test cases while you develop.
Here
is a post on SO about unit testing a game.  It'll give you a little insight into how you need to think while progressing.