I love the LinqPad not just for the Linq, but also for the various types of simple compile options it provides like single expression, statements and programs for C# and VB.
Anyone knows something similar to this for C/C++?
I don't know of one, but our credo is (or should be) "If you cant find it, write it." We are, after all, programmers. Maybe go with an opensource project to get the community involved.