The more integrated it is (with your IDE/editor) the better the experience and productivity boost.
And the difference is quite large. When you are working with a language that has first class REPL support you start to
- 'get' why Emacs exists
- become faster at writing code in general
- write much more experimental and open
- become more motivated in testing smaller assumptions and asking questions about your or other peoples code
With "first class support" there are three dimensions:
(1) The REPL and the editor/IDE have to be understand each other well.
(2) The language itself has to be malleable and (de-)compose well in terms of syntax and idioms.
(3) many things in the language are first class expressions or in other words: there is a high degree of tangibility in the language constructs.
Most dynamic languages have workable/decent support for REPL driven development so it is always worth testing out.
You find excellent support in: Clojure (and of course other Lisps) and Julia from my experience.