https://developer.mozilla.org/en/JavaScript_shells lists quite a few shells. What to choose between them.
I always use the command line tool in firebug to test the fragments, there is the option "larger command line" for multi-line code, so be sure to enable it. CTRL + SHIFT + L is a shortcut to open a command line panel.
Rhino Shell is not on the list, but pretty cool if you want to write your business logic and examine the data.