I saw this the other day (scroll all the way down to see some of the clever stuff):
http://www.mono-project.com/docs/tools+libraries/tools/repl/
Have you looked at ipython? It's not quite as "gui". No smileys, sorry. ;-) It is a pretty good interactive shell for python though.
edit: I see you revised your question to emphasize the importance GUI. In that case, IPython wouldn't be a good match.
Might as well save you another blind alley: I went looking at DrPython hoping it would be similar to PLT's DrScheme, which looks comparable to example you've linked too. Unfortunately DrPython isn't all that much like DrScheme.