Specifying names on the command line like the other answers suggest does work and is useful. However, when I'm in the midst of writing tests, I often find that I want to run just the test I'm working on, and the names that I would have to write on the command line get pretty long and cumbersome to write. In such case, I prefer to use a custom decorator and flag.
I define wipd ("work in progress decorator") like this:
from nose.plugins.attrib import attr
def wipd(f):
    return attr('wip')(f)
This defines a decorator @wipd which will set the wip attribute on objects it decorates. For instance:
import unittest
class Test(unittest.TestCase):
    @wipd
    def test_something(self):
        pass
Then -a wip can be used at the command line to narrow the execution of the test to the ones marked with @wipd.
Note on names...
I'm using the name @wipd for the decorator rather than @wip to avoid this kind of problem:
import unittest
class Test(unittest.TestCase):
    from mymodule import wip    
    @wip
    def test_something(self):
        pass
    def test_something_else(self):
        pass
The import will make the wip decorator a member of the class, and all tests in the class will be selected. The attrib plugin checks the parent class of a test method to see if the attribute selected exists there too, and the attributes that are created and tested by attrib do not exist in a segregated space. So if you test with -a foo and your class contains foo = "platypus", then all tests in the class will be selected by the plugin.