I completely agree with the point about integrated REPL/IDE, and wanted to share some of the combinations I have used in the past, since it can be a concrete getting started point for those who are curious. Some of these are not literally repls, but IMO give a similar experience.

- ClojureScript with Figwheel and the web browser

- Clojure with Emacs Cider, Clojure with Cursive

- R and Rstudio

- Matlab

- ipython jupyter notebook

- Pycharm debug breakpoints that are triggered by unittests (Running the unittest to initiate a python repl at the breakpoint)