One of the major drawbacks of Java development is the almost complete lack of a REPL. All my favourite languages have a REPL, and I have to say that I've grown completely accustomed to it. I almost can't do without. The possibility to explore new libraries step by step, perhaps with some features common on IDEs (and some more, as it's runtime), is invaluable.
It is hard to understand how the lack of a REPL cripples the learning process of the language (in the first place) and of libraries without having extensively used a REPL. Java somehow compensate this with extensive IDE support; it is possible to write many small programs to try the libraries. However, it is a poor substitute for a true REPL. Java has some third party REPLs, but I did not feel at ease with them. Rather, I resorted on unit testing (which has the added benefit of documenting what you are doing).
Recently, I found out that clojure is an excellent candidate to do the kind of exploratory programming Java is not good at. Essentially, I find it easier to try the libraries with clojure than with Java. My usual setup is Emacs + swank. The close integration between the buffer and the REPL, means that I'm free to try wrapper functions in the REPL (most Java APIs are quite over-engineered) then move them to the editor and use them to build further abstractions.
For example, here I just wrapped the API to build ER and BA random graphs. It is quick to use in the REPL and then I can easily study the generated graphs directly in the REPL. Notice that this is different from both using unit testing and small programs; in both situations, should I want to run further functions on a graph, I would have to save it to disk and reload it, because a successive run on the program would yield a different graph.
This is another example:
Here I created a bunch of functions to visually present a graph. Essentially I can easily use the macro to experiment with different layouts (that is to say the algorithm placing the nodes. Notice that once again, running things step by step, means that I can try new things on the same graph and compare them.
And these were added at the end to check some standard metrics:
I have to admit that I somewhat missed Common Lisp loop, for the latter.