A REPL is more of a "scratchpad", to stay in the family of metaphors being used. Scratchpads and sketchbooks serve similar purposes, but the latter generally is used for things intended to have a bit more permanence and also to be capable of re-visiting.
In any case, I'm pretty sure the main point here is "you need to write a lot of varied code if you want to become an expert at software development".
I'm a fellow emacs user, I use SLIME-like functionality practically every day. My "sketchbooks" are my ~/workspace folder and my github account. I have some older "sketchbooks" in the form of tarballs of my ~/workspace folders from old machines.
I thought that basically everyone who wrote software had similar collections of little projects, finished and un-finished, until about a year ago when it came up in discussion with a few other devs who didn't.
(self-promotion here) or perhaps a polyglot code notebook: http://beakernotebook.com/