The interactive environment is VERY helpful for a programmer. However, it seems Go does not provide it. Is my understanding correct?
You also have a recent (March 2013) project called gore from Sriram Srinivasan, which can be useful:
gore is a command-line evaluator for golang code -- a REPL without a loop, if you will.
It is a replacement for the go playground, while making it much easier to interactively try out bits of code: gore automatically supplies boiler-plate code such as import and package declarations and a main function wrapper.
Also, since it runs on your own computer, no code is rejected on security grounds (unlike go playground's safe sandbox mode).