Update for 2022
After installing Visual Studio 2022, add the following to your PATH environment variable.
C:\Program Files (x86)\Microsoft Visual Studio\Shared\Packages\Microsoft.Net.Compilers.2.6.1\tools
Then open your terminal (CMD, PowerShell, Windows Terminal) and type csi to run C Sharp Interactive.
You’ll get something like this:
PS C:\> csi
Microsoft (R) Visual C# Interactive Compiler version 2.6.1.62414
Copyright (C) Microsoft Corporation. All rights reserved.
Type "#help" for more information.
> var list = new List<int>{ 1, 2, 3, 4 };
> list // You don't need to call Console.WriteLine() to see values
List<int>(4) { 1, 2, 3, 4 }
> // You can keep adding lines as needed
Previous Answer
With the Visual Studio 2015 Update 1 there now is a C# Interactive tool window built into Visual Studio.
The new tool window is invoked by going to View → Other Windows → C# Interactive.
For Visual Studio 2010 to 2013 you can use the Roslyn CTP to get a similar tool window in Visual Studio.