There are two ways that you could do this.
The first would be to define a custom test runner that skipped the
database setup phase. django/test/simple/run_tests() will give you a
model for what needs to be in a test runner; take a copy of this
method (removing the database setup portions) and follow the
instructions in [1]
The second approach would be to define a dummy database backend that
didn't complain about a database not being defined.
django/db/backends/dummy gives you a starting point for this.
Either way, you will need to make changes to your settings file.
Neither of these approaches will fall in to the "if I'm only testing
my_app, don't bother setting up the database, otherwise set up the
database as normal" category.
[1] http://docs.djangoproject.com/en/dev/topics/testing/#using-different-testing-frameworks
Yours
Russ Magee %-)