Ray Booysen has a short blog post in which he discusses the differences of the unit testing frameworks available in Silverlight.
With a properly architected Silverlight application, unit testing should come naturally. Using a pattern like MVVM, testing the view models should become second nature.
However, you need to be aware of the differences of the unit testing frameworks available. The Silverlight Unit Testing Framework (isn’t that acronym brilliant) works well as an in-browser framework. Couple this with StatLite and you even can have a headless mode running.