Some programming language implementations provide a Read, Evaluate, Print Loop interactive shell to allow the programmer to evaluate expressions and program fragments, and to program in an incremental, interactive manner.
What implementations of a C# REPL have you used, and liked? It would be nice to have one that could integrate with Visual Studio as well.
I have found, but not tried, the Mono C# REPL and Don Box's C# REPL
Mono comes with a REPL tool called "csharp". I just tried it on Mac OS X and it works like magic. The only feature it currently lacks is Intellisense, promised to appear in Mono 2.6
Visual Studio 2008 includes REPL-like capabilities, though I wouldn't necessarily call them "good". I think they have the advantage of being included and always available--which can be handy when trying to do work at a workstation other than your own.
In Visual Studio, you can instantiate and invoke methods of objects using the Object Test Bench. You can also write interactive C# code (with many limits) using the Immediate Window (Debug->View->Immediate Window). Immediate Window can be used outside of a debugging session.