I don't do most of my programming this way, because mostly I'm writing new things, not gluing together existing APIs with a tiny amount of simple glue code. But when I do need to characterize existing APIs, I find that unit tests are a really helpful way to do it — especially in languages without REPLs, but even in languages that do have REPLs, because the tests allow me to change things (parameters, auth keys, versions of Somebody Else's Software) and verify that the beliefs I based my code on are still valid.