LNQPad is a great developer utility that lets you fire Linq Queries without firing up Visual Studio. It also acts as a great general purpose code scratchpad. You can download it at http://www.linqpad.net/. Below is part 1 of an introductory video I made for it. Part 2 can be found here
Developer Tools Screencast 2: LINQPad - Part 1
P.S If you are interested in tools that make you more productive, and work with Sql Server Management Studio, you should check out SqlSmash.