Where I work, most programming is C#. We use a lot of LINQPad scripts, which is a lightweight environment to run C# in.
I have never understood the appeal of LinqPad whatsoever.
It's much faster to just hit the + in LINQPad.
It's quite useful when I'm reviewing someone else's code, or if I'm "in the zone" in a large change. I can verify some syntax in a few seconds, as opposed to the minutes it takes to make a throwaway console app project / solution.