Great tool. In Go, I usually write a throwaway_test.go in whatever package I'm hacking on, and use "go test" as my REPL. (With the intent that these experiments and crude checks should become unit tests later, anyway.) For exploring packages that I'm not developing, this is a nice variation from the Go playground.
http://labix.org/hsandbox
Despite it being created for Go, I got quite fond of the approach. Nowadays I also use it for Python, C, etc.