This post was triggered by a recent twitversation which sounded like one of those that people are never tired to argue about. You know, like the sproc one. Granted, on this one we weren't fighting, just carefully examining the opponent's reasons.
The question is, Should the test framework create a separate instance of the test class for each test method?
One valid point, and that goes back to 2004, is that you could "spoil" the instance in a test method, thus making the next test run in a different context. As a result, the output depends on the order the tests are being run in, and essentially becomes unpredictable.
The solution to this "problem" is simple: just don't modify anything in your test methods! Use Tests for testing, and FixtureSetup for, well, setup. This is a natural distinction between commands (setup/teardown) and queries (tests). This is, incidentally, still another reason for using the Testcase Class per Fixture pattern: put all tests that have the common Arrange-Act code into the same test class, put the abovementioned code into the FixtureSetup method, and just use Asserts in your test methods.
If you absolutely want/have to use a framework that creates an instance per test method (like MsTest or xUnit.net), just put your setup in the constructor.