It's funny how long it sometimes takes to get them added to an existing project. The (internal) project I'm working on now was under development for a good year and a half before I finally had time to really sit down and write some proper unit tests. (My excuse: it was for PS3 and the platform was imminently about-to-launch for almost a year of that time.) Now that I've got them I'm infinitely less afraid of accidentally breaking something with a change -- if it passes the automated testing, then I know things are fine.

Xcode makes it very easy for ObjC with OCUnit. If you need to do the same for C++, we're using UnitTest++ at work and have been very happy with it. Despite the minimal docs it's got pretty much everything you need (including fixtures, which are a must) and it's super lightweight and simple to work with. I do believe it's got the Wolf Rentzsch stamp of approval too.