LINQPad sounds exactly like what you're after.
LINQPad supports everything in C# 4.0 and Framework 4.0:
- LINQ to Objects LINQ to SQL,
- Entity Framework and DevForce Models
- LINQ to XML
- Parallel LINQ
And that's not all - there's also specific
- OData / WCF Data Services - including StackOverflow, and Windows
- SQL Azure, SQL Table Storage, Oracle, SQLite and MySQL
- Microsoft StreamInsight
- Microsoft Dynamics CRM
- Mindscape LightSpeed ORM
- DevExpress eXpress Persistent Objects
- (Even old-fashioned SQL!)
LINQPad is also a great way to learn LINQ: it comes loaded with 500
examples from the book, C# 4.0 in a Nutshell. There's no better way
to experience the coolness of LINQ and functional programming.
And LINQPad is more than a LINQ tool: it's an ergonomic C#/VB/F#
scratchpad that instantly executes any expression, statement block or
program with rich output formatting – the ultimate in dynamic
development. Put an end to those hundreds of Visual Studio Console
projects cluttering your source folder!
Best of all, LINQPad standard edition is free and can run without
installation (or with a low-impact setup). The executable is 3MB and
is self-updating. There is even a version that runs in Google Chrome.