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
The best tool I've found for writing interactive c# code is the C# Snippet Compiler.
Not sure if it's exactly REPL but it is a great way to test out almost anything using C#/.NET.
It supports framework versions up to 3.5. It is not designed to integrate directly with Visual Studio, however it even provides its own intellisense.
Of course it's very easy to copy/export the code from this into your Visual Studio projects.
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.
I do not know of an interactive shell for running c# code snippets. There is one for the mono project, but I have not tried it: http://www.mono-project.com/CsharpRepl
I tried the C# snippet compiler, and it seems to be pretty much the same as creating a new console application in Visual Studio, but with limited intellisense, and none of the debugging features.
Right now I use the built in console application template anytime I want to try out simple input-output type experimental code. I use console Console.ReadLine() and Console.WriteLine() for input and output.
It actually works pretty well for me. I typically save all my little test programs so I can go back and find something I worked with a few months ago, and you get the full debugging features of Visual Studio.
One that I've only seen is at the end of this video from PDC where Hejlsberg is going beyond C#4.
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