During the last 10 minutes of Ander\'s talk The Future of C# he demonstrates a really cool C# Read-Eval-Print loop which would be a tremendous help in learning the language.
I found http://kamimucode.com/Home.aspx/C-sharp-REPL/1 . Which seems to be pretty good and I believe also exposes an API to evaluate expressions dynamically
The Immediate window (Debug>Windows>Immediate Ctrl+D, I ) is fairly good replacement that's built in. It does require you start the IDE and put a breakpoint on something.
It does give you the context of where you would like to do experimentation.
Command-line REPL
To play with the C# REPL outside of Visual Studio, open the Developer Command Prompt for VS2015 and type the command
csi
to begin your interactive session. Here is a list of arguments that can be passed to csi.Note:
csi
stands for "CSharp Interactive"
You can also open an interactive window directly from Visual Studio by navigating to View > Other Windows > C# Interactive
.
Check out the Roslyn Wiki on the C# Interactive Window.
To update on this old question c# REPL is now available as part of Visual studio IDE (starting VS 2015 update 1).
Introducing the Visual Studio 'C# REPL'