Until recently when you wanted to test small snippets of C# code you had to create a small console application or use the immediate window while debugging or use something like LinqPad.
But a few weeks ago Microsoft finally announced a solution for this called Roslyn. The goal of Roslyn is to provide an API for the compiler. This is still just a CTP but it is very promising. One of the features of Roslyn is an interactive window for C# also called a REPL (read eval print loop). Note that some C# features like Linq query expressions, events and the dynamic and async keywords have not been implemented yet. More information on the Roslyn CTP can be found here Introducing the Roslyn CTP and here http://msdn.com/roslyn.
Tip of the day:
When you want to reevaluate or edit a previous entry then use ALT+Up and ALT+Down.