I recently had to learn a language whose REPL I didn't like and initially felt the same way, but then I did the following: I began writing 'unit tests' for each feature of the language I studied, and I had a Makefile to recompile and run my tests whenever I saved. This setup gives you instant feedback just like a REPL with the added convenience of being able to go back to previous examples without having to separately store your history. Depending on the testing library, you also get a detailed explanation of what's wrong. Now, when using the language, I still return to my 'tests' every once in a while for reference.

In the Makefile itself I use entr: http://entrproject.org/