Hey Douglas,
This would depend on each person's personal preference. The database, itself, has no concept of creating branches or shelving changes for work-in-progress. As a result, as you know, Team Coding is designed to work directly in the trunk synchronizing the VCS with compiled DDL in the database. Since most environments have separate systems (dev, qa, prod), it would be very common that the dev environment can, and will, most likely contain code that's only partially finished.
If I'm understanding you correctly, what you're describing, however, is work that hasn't yet been compiled into the database but is currently a work in progress. I'm assuming they're most likely changes you're making in the editor but haven't yet pressed F9 to compile them into the database. In the dev environment, some people would simply compile what they have into the database and leave the object checked out so it isn't modified by another user. Others might undo the checkout and revert their changes in the database opting to save their modified DDL to a script somewhere temporary on the hard drive (and outside VCS). You generally would not want the files in the VCS to be updated with non-database code as Team Coding will then see the VCS and Database source as "out of sync" and report on the DDL differences when you attempt to check the object out next time (if you have that option set).
If it were me, and I expected no one else would need access to the objects on which I'm working, I would disable the "Check in All on exit" local option in my Team Coding settings, leave the object checked out, and save the modified DDL to an external file for continuation later. The checked out object reminds me that it's outstanding, but my changes aren't in the database until they're ready. If I thought someone else might need access to that object for another project, I would probably save my DDL changes to an external file and then undo the checkout to release the lock. That way, I'm not hindering another member on the team. When I'm ready to revisit the object, I'd probably open my work file in one editor tab, the object's DDL in a second editor tab, and then right-click on one tab and select "Compare To" and select the other tab. That will open up both's source in the Compare window so I can see the changes between the two in order to continue my work.
Does this help to answer your question?
-John