Javascript is run by the browser. I'm not sure there are are 'compilers' so to speak.
One thing you could try is Firefox with Firebug addon installed. You can easily refresh the page, get error listing, including line numbers, etc. Easy way to debug.
Also - If you are willing, using Visual Studio 2008 (or the free web developer version) gives you Javascript intellisense, including jQuery support. This will help you immensely in keeping your code clean as you go.