How often should I be compiling?

Question

For the longest time I've just done small app development. Building and debugging took a matter of seconds (or should I say - second?). I got fairly used to just debugging to test literally everything (and it's nice to see my stuff working - like a programming high almost). The problem is that as of late I've been working on a much larger project. The single solution contains 4 (and probably more soon) projects each very large. As it expands, compile times naturally increase making debugging a real pain. I'm stuck in my "compile every update" mode and it has wasted quite a bit of my time. Every visible update I want to see it.

So...

How can I get out of this irrational compile/debug habit and how often should I actually be compiling and debugging my application?

EDIT:

I'm utilizing Visual Studio. My compile times I realize are minuscule to what most of you are used to I realize, but it is still wasting my time :)