Not only does LINQPad let you do lots of nifty things with LINQ, it also has C# and VB.NET scratchpad facilities all for the low price of nothing (an Intellisense licence for LINQPad is available for a small cost).
Silver have a nifty C# snippet compiler. There are .NET 3.5, .NET 2.0 and .NET 1.1 versions. Handy for those times when you want to compile and test something quickly.