Well, I use the Immediate Window in Visual Studio a lot; so at first I had some problems getting used to Eclipse. However, It appears that Eclipse also has this feature =) and unlike VS it allows you to write a long piece of code and execute it.(As far as I know, in VS you enter 1 line of code and it executes it, so there is no group code executing)
While in VS it was easier to use(you have to select the code, right click it and select execute,display or inspect in Eclipse), it still is a great asset.
This functionality is hidden under the Display tab, which is not visible at first. So, you have to enable it from Window/Show View/Other.. and select the Display tab.
Below is a screenshot of it:

Am said,
October 4, 2009 at 2:52 pm
I’ve found one in NetBeans too. It’s ‘evaluate code’ window (Ctrl+F9). Btw. do you also find annoying that it’s impossible to use LINQ expressions in VS Immediate Window? It would help so much to be able to query object state in runtime.