Back before the Ready to Rock the Launch event for Visual Studio 2005 I heard of a cool feature in Visual Studio referred to as "temporary projects". I've needed it a number of times but I finally used it the other day. Temporary projects provides a sandbox project for quick technical proofs of concept that don't persist on create, unless you choose to. And if you're anything like me you really like that you won't muck up your recent projects list on the Start Page with WebApplication1, WindowsApplication1, etc..
To use the feature in Tools à Options dialog pick the Projects and Solutions node and uncheck "Save new projects when created".
Now new projects won't save unless/until you choose to. You'll be prompted on close to Save or Discard.