I recently used LINQPad and I have to say that is a very very good tool. You can use it to test your LINQ query in a very interactive way. If you want to test LINQ to SQL, it automatically generates the necessary DataContext class and give you an environment test to execute your LINQ queries.
A very missing feature is the AutoComplete, but a future release might include it. However, using it is already a benefit for your productivity.
If you teach classes or speak at conferences, this is absolutely a must-have tool.