Coming from Python where I can just fire up iPython to test out a small snippet of code I'm looking for the same in Visual Studio. Creating projects and classes just to test out a small idea just feels so cumbersome.
I keep a "Sandbox" project with a console application to do this kind of stuff.
I use powershell for testing .net concepts. As it allows a more iterative learning process. If you need however to test program structure or complicated concepts designing easily testable interfaces easy to test as scope moves beyond the 5 minute test.
You might want to look at LINQPad. It's particularly well suited for LINQ of course, but it's fine for other snippets too.
Personally I just use a simple text editor and Test.cs
in a test directory (c:\Users\Jon\Test) and compile from the command line :)
Have a look at the Immediate Window in Visual Studio.
The Immediate window is used at design time to debug and evaluate expressions, execute statements, print variable values, and so forth. It allows you to enter expressions to be evaluated or executed by the development language during debugging.
To display the Immediate window, open a project for editing, then choose Windows from the Debug menu and select Immediate.