Note: If you pay for it, you get Intellisense as well.
Came across a situation where I had a bug and couldn't put my finger on it. Would be ideal to debug / step-through it but you can't ...
Well, actually you can - learn something new every day.
Add these lines to your snippet:
So obviously LINQPad is running
Start up Visual Studio - the normal Start screen is fine
Debug - Attach to Process
Select LINQPad.exe from the list and Attach
Run your snippet
BINGO - jumps into VS - debug away.
How have I not known about this?