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.
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.