LINQPad
Joseph Albahari created this great tool to execute LINQ (but also SQL) queries and review the results. In case of LINQ you also get to see the corresponding compiler translation and SQL query.
Some pro's:
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Great for testing LINQ without having to build and debug your entire application in Visual Studio...
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No installation (just exe)
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Self updating
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You can choose between C# and VB
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Includes query organizer
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...
Get it here: www.linqpad.net
PS: Also take the LINQ quiz here: www.albahari.com/nutshell/linqquiz.html